One advice, try learning the basics of electronics before you get started. Much safer and cheaper when you know what you are doing.

I havent built fx myself, YET, but im planning on doing so, and even making my own amps.

Here are a couple of sites you might want to check out :
http://www.ax84.com (check out the links!) http://www.geofex.com/ (really good fx projects)


I hope this helps ya.