How can I Build a Full Bridge Rectifier?
A few specs are important: input voltage, output voltage, output current, whether the input is single-phase or three-phase, acceptable output voltage ripple, and output voltage tolerance.

For typical single-phase full-wave rectification, you'll need four diodes and a capacitor. Three-phase would require an additional two diodes.

The DC voltage output will be roughly the peak of the AC line. You'll need a transformer to step it up or down from your source. Even if you just want to rectify the AC line, a transformer is probably a good idea, just to help limit the available energy on the output side in case something goes wrong. The transformer needs to be spec'd to supply at least as much power as you'll be pulling with your load.

Make sure the diodes can handle all the current you want to pull, and the voltage of the DC bus. You can use individual diodes, or a package containing multiple diodes already arranged as a rectifier.

The capacitor should be selected to handle the DC bus voltage. The capacitance and the load current set the ripple voltage. For a 60 Hz line, the cap will be charged once every 8.3 mS. How far the cap drops in between line peaks is determined by the equation. I = C dv/dt, or rearranged, dv = dt I/C. How much ripple is acceptable depends on your application.

Even with relatively low ripple, you'll need a regulator downstream of the capacitor if you want any sort of precise voltage, as the AC line will fluctuate over time.

Also, appropriate use of fuses is important. Put a fuse with a rating somewhat higher than your expected load current in the DC output link. Having a switch in that link may also be nice, just for ease of use, depending on your application.