The first gravitational wave detectors weren't sensitive enough; there is a second generation (including a more advanced version of LIGO) that is supposed to come online in the next few years.
In parallel, people are also going forward with development for LISA. It had to be scaled back a bit because NASA decided to pull out, but it's still going.
CMB telescopes use microwave antennas (often feedhorns) to direct the electromagnetic radiation onto some kind of detector. In the case of BICEP, the detector is a superconducting bolometer, which senses small temperature changes caused by CMB photons depositing themselves onto a resistive element.
To get data, a CMB telescope is scanned across the sky for several months (or years), and the raw time signals are converted into a map of the microwave sky.
LIGO is an entirely different category of scientific instrument; it is looking for the direct influence of present-day gravitational waves on the motion of terrestrial masses.
In parallel, people are also going forward with development for LISA. It had to be scaled back a bit because NASA decided to pull out, but it's still going.