Can anybody point me in the right direction? I took a quick glance over at BuildYourOwnClone, which would be a good start, but I want to eventually buy my own parts, and build them from scratch.

Any advice or reading I could look over? I'm not in school so I can't really take an electronics course or anything like that.

This post may contain my opinion and/or inaccurate information.

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2006 PRS CE-24
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Voltage S212 w/ V30's
Strymon Timeline
CMATMods Signa Drive
TC Electronics Corona & Hall of Fame
Do you mean making the circuit boards as well? That's a pretty big topic on its own. I suggest that you just buy pre-printed boards and just populate them yourself. Have a look at tonepad.com, they sell boards.
You can do it on things like matrix boards and other prototyping boards but that requires a decent understanding of electronics though. Find premade boards.
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