Step 1: Materials
2x New Work (plastic) electrical gang boxes (the blue boxes your wall outlets are mounted into.)
3x Wall outlet dimmer switches (you can use the dial or slider type, I prefer sliders since you can control them with your foot more easily, but dial types are cheaper.)
3x Three prong wall outlets.
3x Clamp-held lamps
3x light bulbs (use plain old 60w incandecent lamps, compact flourecent lamps won't work well, the dimmers just make them flicker, not dim)
3x Par 38 gels (these are the color filters over the lights, you'll probably need to find a music or theatre store to get these.)
1x Three prong power cord (can be harvested from an old PC power cable or an old extension cord, the thicker the wire the better.)
2x short bolts
6x cover plates, one for each outlet and dimmer (i used the kind that snap together)
Several feet of electrical cable (having the solid-strand white-black-bare kind used in home wiring is probably best, though whatever thick guage wire you can use will work.)
Step 2: Assemble the Box
First, drill two holes, the right size for your bolts in the side of each gang box, one should have holes on it's right, the other on it's left.
Next, drill a larger hole for all the wires between the two gang boxes, making sure they line up.
Bolt your gang boxes together, the right side will hold the outlets, the left side will hold the dimmers.
Depending on if your boxes have holes for wire already in them, you may need to drill a hole for your power cable in the dimmer side of the box as well.
Step 3: Wiring the Box
Use the diagram below to help with the wiring layout.
Step 4: Finishing and Testing.
Next put the cover plates on everything to keep things from getting in there, and to clean up the look of it.
Now you can test the whole control box. Start with all three dimmer switches in the off position. Plug one lamp into each outlet, then plug the power cord for the box in. Turn one dimmer on at a time until all three are on. You should be able to control the brightness of each light with one of the dimmers.
Now install the color gels. For the ones i have the gel is taped to a card stock sheet with a hole that was just the right size to pop over the edge of my lamps.
As you can see, I used a label maker to label each controller, I later added the label "BandBlinder" to the front as well.
Step 5: RAWK!
Video of a friend of mine messing with his guitar while I mess with the lights.