Building them up isn't difficult, though its easier once you've taken one apart.
Like Rad said, some things just take a bit more time and are not things to be rushed. Headsets are the one thing I would let a bikeshop handle as noted above. It's a bike, not a Saturn V rocket, above all else let common sense guide you from making it too complicated.
The Park tools guide, their online info, and the search function on these boards should supply you with all of the extra help you need. I know I've used them all a fair bit.