The Mason Bee is a solitary bee, and you can't really keep a beehive of mason bees, but you can set out nesting boxes and maybe a female mason bee will take up residence.
There is a website called Dave's Bees where Dave discusses mason bees, and shows how to make a mason bee nest block. Here is the video he put together:
That looks like the level of complexity that I can handle! I had the 2x6 that I needed. Unfortunately, I didn't have the long drill bits. Lowes and Home Depot wanted around $16 for a single bit the size I needed. So I went to the place where I go when I want a deal - eBay! I found on eBay a set of 7 long drill bits for less than the single bit at Lowes. They came Friday, so I spent some time drilling the wood.
Here are the 2 pieces of wood I drilled for the nest box:
I deviated from Dave's plans a little, by staggering the holes so I can fit more in. I judged this to be OK, since other mason bee nests have tubes a lot closer together.
I needed to make some kind of a roof to keep the rain off, so I pulled out a scrap 1x4 and whipped this up:
Here's the mason bee nesting blocks in the enclosure:
I am told that all I need to do is put up the block with the holes facing south, so here it is attached to my back deck:
We'll see in the fall if any mason bees find it a good place to nest!