I've been working on mine, and found it really frustrating trying to source parts. Here is where I got my stuff:
Home Depot for the PVC and silicone to hold the bulb in
Batteryspace.com for the battery and charger
RadioShack for the switches
The one thing I had a super hard time finding was ceramic sockets for the MR11, I could only find MR16 sockets, I finally found some that do both, and ordered a bunch of them so they ended up cheaper. I have 4 on eBay right now if anyone is interested.
I'll post pics of my setup as soon as I finish putting it all together. I'm using clamps to hold the lights on so I can remove them any time, which is great, because I only need them for night riding, no point in having them on the bike when in full sunlight!