I had a lot of fun and I hope that you can make one too by following these instructions.
The bike I made is a track bike for commuting to work. The bicycle was inspired by Craig Calfee who makes much nicer bamboo bikes. I really wanted something with a minimum of fancy technology and carbon fiber (although I sprang for the carbon fork). I used epoxy and hemp fibers on all the joints (no pun intended). The track bike also makes it easy in that it is a very simple bike - no gears, cable routings, rear brake or derailers.
Disclaimer: Death or serious injury can result from a bicycle frame failure. Using new and untested techniques is risky. Be smart.
Some links to check out before you get started:
Brano's instructable on carbon and bamboo bike building
Craig Calfee's bamboo bike project
Calfee bamboo bikes
Bike Forest BikeCAD
The forum for info on bamboo and heat treating it
The basic steps:
1. Figure out what type of bicycle you want
2. Get all of the parts and bamboo
3. Heat treat the bamboo
4. Tack it all together
6. Epoxy it all together
7. Build up bike
8. Ride off into sunset