A room A/C, without the duct work. These are possible to install yourself depending on your skill level. There is only two parts: the compressor and the fan unit. The compressor goes outside and you run the refrigerant lines to the inside fan unit. You have to run power to the compressor then to the inside unit, so you have to mess with the fuse box and what not. You'll have to run a drain line from the inside unit to the outside, but you can always just keep the drain line in the room and have empty into a tub and make use of it. Good thing is if security is an issue a lot of this work can be done by yourself except messing with the fusebox, I'd get an electrician for that part. Most mini-splits come with the refrigerant lines precharged, so you don't neccessarily have to have an a/c guy either.
Google it there's a mess load of company's that are selling kits online.