Building a 3-D printer
Building a 3-D printer is actually very easy, assuming that you are electronically and mechanically competent, and there are a whole bunch of websites devoted to doing just that. The principal of which would be the RepRapWiki.

There are a number of different designs, mostly from a few basic designs:


Cartesian
Delta
Polar
Scara


Take a look at 3D Printers Explained: Delta, Cartesian, Polar, Scara, for further details.

I, personally, would suggest looking at the following 3D printer designs (although there are many more out there):


Prusa i3 (arguably the most common/popular), or its derivative the P3Steel
Wilson II
Kossel


On the web, i.e. eBay/Amazon, there are plenty of ready assembled versions, DIY kits, or you can source all of the individual parts yourself. I seriously recommend reading this question What are the pros and cons of collecting parts yourself, versus getting a DIY kit and then modifying it?

I would strongly suggest that you do a lot of googling, and read around the subject for a couple of weeks: 


Reading other peoples blogs;
Watching construction videos on YouTube to get a better understanding, and;
Going through the issues that other people have experienced whilst building there own printers


Doing this will help you glean a greater understanding of what is required, and what to expect when building yours - as well as getting an understanding of the individual parts required and how they all fit together.

Spending a fair bit of time on this site, SE 3D Printing, and slowly going through the questions and answers is also strongly recommended.

Building your own printer is, ultimately, more rewarding that purchasing a ready built one. This is because, due to its nascent nature of 3D printing, the printer that you purchase will, most likely, go wrong, and you will need to fix it. If you have built it yourself then you should be able to easily understand what is wrong, and then be capable of repairing it yourself. It is somewhat similar to the situation when the automobile first became popular, back in the 20's/30's (?) - the driver was, usually, also a mechanically competent engineer (unless they were filthy rich and were able to afford to pay a dedicated mechanic to accompany them - which was also the case, in those days).