Hi Diarmuid
I started building on a cardboard box with v notches cut in the side. Jammed the thread between the yellow pages for tension, and rolled the rod by hand. Sat there watching tv turning the rod by hand for 6 hours at a time waiting for the epoxy to cure.
If you're after top of the line blank, you can't really go past Sage. Speak to Rohan about getting it in for you. Give him plenty of time, as he may not have an order ready to go straight away. Bluewater looks after club members with a discount, and the prices that we get Sage blanks for are about the cheapest you'll find anywhere. Rohan can also help you source the other bits and pieces that you need. Hardware may be a little more expensive than buying over the net, but you can see and feel what you're actually buying rather than guessing from in front of a computer screen.
Like Steve mentioned, mudhole.com is a great resource. No Martin, it's not a gay porn website.

If you wish to build a cheaper project initially, this is a good place to look, as they offer a huge range of blanks.
Utube has lots of videos on how to, as well as using google 'how to build a fly rod.'
Other bits and pieces that you will need some 2 part epoxy (5 minute and 24 hour). 2 part rod building epoxy (coating for the thread). The colour thread that you need (size A). Masking tape, mixing cups, fine paint brush and a new razor (for clipping thread).
As your first project, there's no need to buy drying wheels and spinners. I'm happy to lend you mine. Decide if this is something that you enjoy doing, and if it's something that you would like to do more of in the future.
It really isn't as hard as it sounds. There are some basic steps that you need to follow. Happy to help out if you decide to take this further.