Step 1: Supplies
1) 3\4" MDF. NOT Particle board. Home Depot sells it in 2'x4' sheets as well as 4'x8' sheets. They can both cut a 4'x8' sheet to the size you need, so go there knowing how big you want your item to be.
2) Threaded Rod. depending on how tall you want your piece to be, you can buy it in 1ft, 2ft, and 3ft lengths. Most pieces i have built use the 2ft length rods. I try to use the largest diameter rod I can.
3) Nuts, washers, and acorn nuts for the size rod you are using. the amount of regular nuts and washers you need is dependant on how many levels your piece will be.
Step 2: Assembly
Once the drilling is done, if you are going to paint it, do so now, following the directions supplied with the paint. Once the paint is dry, or if you will keep it raw MDF, now is when you start bolting everything together.
On one end of the treaded rod, screw on the acorn nut, slide on a washer, and slide into the top level. The acorn nut and washer keeps the end nice looking and keeps someone from hurting themselves if they ever fall on it. on the bottom of the top piece, slide on a washer, then nut. Once tightened you will have the rod secured to the MDF. Acron nut->washer->MDF->washer->nut.
Measure the distance you want between shelves, and screw on a nut for each rod, measured to the height you want.I used 9" from the top shelf. once all for nuts are at 9", slide on a washer, slide on the next shelf, then another washer, and another nut. before tightening all the bottom nuts down, make sure its level.
Do the same step for every level you are using.
And thats all there is to it. If you want to save wooden floors, you can use acorn nuts at the bottom end of the threaded rod as feet. Total assembly time varies, but is around 30 to 45 minutes total.
The cost is cheap. I built a 2'x4' 3 level tv stand, and a 16" square, two level night stand for a total of $40. They are great for students, for housewarming gifts, or anyone who wants a more "industrial" look to their decor. The more power tools you have, the easier to make everything to custom sizes, but for a quick simple job, have Lowes or Home Depot cut it for you.
And thats it! Sorry there arent better pics, but my camera phone isnt the greatest. Feel free to email me if you have any questions, and I hope you like my first Instructible!