I just bought parts and tried it until it turned out right. I mainly used Sheldon's site and various online forums as references when I got really stuck. I'm still not done, but I have both front/rear laced (but not tensioned/trued) now... I'd say it's a pretty fun experience!

I used IRO hubs/rims and Sapim Race (I think) spokes and my build came in to about $115 + time.