Look at the empty wall where you want the shelf and picture how you would like it configured. It's best to keep the longest shelf to less than 36". I found the Trex material will sag somewhat with longer spans. If you are hanging the shelf from a picture rail, the spans between the poles are not critical. However, if you are using lag bolts to attach into studs, then you will need to use multiples of 16 inches, and determine where your first pole will be located on your wall, and work out the rest from there. Rough out a sketch and calculate the lengths of tubing, flat bar, and Trex board you will need. You can then count the number of bolts, nuts, and collars needed.
The tubing can be 1" or 7/8" in diameter. It's best to get plated (shiny pre-polished) tubes if you can find them. If not, you can pick up 1" unpolished tubing at a Home Depot or Lowes. You will need the corresponding locking collars for the diameter you choose. They can be bought online. such as here: http://www.climaxmetal.com/standard_set_screw_col... Or, if you have the tools and inclination you can make them yourself for far less cost. In a true cost saving move, you can drill holes through the tubes at the exact right spot and use pins to hold the shelves in place. This is trickier since you have no adjustment afterward, but very cheap.
Trex decking lumber 2x6
1/2" x 1/8" Aluminum flat bar
1" or 7/8" Aluminum tubing, plated is best
Correct set screw locking collars for the tubing
1/2" x 3" Carriage bolts and nuts (Picture Rail version)
1/2" x 5" Lag bolts (Hard mounted version)
Over-the-door style coat hooks (optional)
1/2" bullet point drill bit Dewalt
Spade bits sized for locking collar and tubing
Hack saw/Band saw
Circular saw/Table saw
Drill press/Power drill and vice
Files, sand paper, utility knife, measuring tools, try square