i want to build a pedal, but i dont want to buy one of those overpriced BYOC kits, since i could probably get all the components and a casing for half the price.

one thing is getting to me though, since i dont have an etching tank or photosensitive boards, or a UV box, how would i make some kind of circuit board or method of actually holding the cirucit together?

Epiphone Hummingbird
Epiphone Futura Custom Prophecy (Twin EMG)
Vox Valvetronix VT20+
Vox Wah
Boss MD-2
Danelectro Cool Cat Drive
Boss EQ

Pedal building thread is super handy.

Use perfboard.

And kit builds can be great places to start.
You could use perf or vero, or you could make you own PCB's. There are a lot of different ways to do it. I made my first PCB a while ago. I used Ammonium Persulfate for the etchant, and PnP blue to transfer the layout. You dont need to use PnP, its not exactly cheap, and photo paper can work just as well, but its easy to use and you dont need to screw around finding a brand of paper that works well. You do need a laser printer to make a PCB, whether you use PnP or normal paper, because the toner is what stops the copper traces being etched away.

Ammonium Persulfate is very easy to use. I had 2 bowls, one inside the other. The outer bowl was filled with boiling water which I changed to keep the temperature up (AP needs to be hot to work well) The inner bowl had about a tablespoon of AP dissolved in hot water (the container tells you the exact ratio, but it isnt really critical) It takes a couple of minutes to start, and you can tell its working when the water starts to go blue, because of the dissolved copper. It works fairly slowly, so you wont accidentally over-etch the board, and you can slow it down even more by letting the water cool. My first board didnt work that well, but that was because I didnt do the PnP transfer properly, so some of the traces were etched away. The second one was almost perfect.
Its pretty cheap, the AP was $10 I think, and I've used barely any of it on 2 boards, the copper PCB was around $5 and you can get 3-4 boards depending on the size, PnP is about $5 a sheet, A4 size, but there's plenty there if you are careful not to waste it.
All up the build cost me about $80, including all the components (plus extras), an aluminium enclosure, and 4 25m rolls of wire (they were $20 all together) and $30 for a pack of PnP (its even more expensive in Australia), so if you dont need the PnP or rolls of wire you can cut $50 off that.