There are three main methods for constructing polyelectrolyte-surfactant membranes at interfaces, and all require solid supports. However, a recent paper demonstrates that peptide amphiphiles and a biological polyelectrolyte can form membranes at the water-water interface. Here, we show that similarly unsupported, columnar membranes can be achieved readily with commercially available polyelectrolytes and surfactants. We demonstrate a new preparation process, and that these membranes provide suitable substrates for silica deposition to render columnar, free-standing silica replicas. In addition, we introduce a new, high-throughput, combinatorial method for studying and optimizing membrane formation.