Step 1: Motivation
I already had a few hand-built bookcases, like these, but I needed more space, and I wanted them attached to the wall.
Step 2: Cost and tools
I spent $100 at Home Depot getting 3 standards (the rails), 15 brackets, 5 10 in x 48 in shelves, and screws (I used 2 in and 1 1/4 in).
Stud finder (I prefer using a magnet)
Step 3: Find the studs, install the standards
In many houses, the studs will be spaced 16 in apart on center (meaning the stud's centers are 16 in apart). In older houses, the studs might be 12 in apart, and more difficult to find behind plaster and lathe. If you can't find a stud, some people say it's OK to use a drywall anchor or a toggle bolt. I don't agree with this thinking for anything other than hanging pictures in very specific places on a wall. If you are going to put any amount of books or other weight on a shelf, that shelf should be attached to something solid.
If you don't have studs, or they aren't at the right location, install a 2x4 or 2x6 flat against the wall anchored into something solid, and attach the standards to this "kicker plate" (I don't know what this is properly called, so I'll just use climbing-wall terminology). I've anchored kicker plates with lag screws into studs, and with masonry bolts into both bare concrete and bricks, or masonry behind plaster and lathe. In the images, you can see a kicker plate I attached with lag screws to studs in the garage; bike hooks are screwed into this kicker plate in specific places.
Step 4: Install the other standards
It's possible to do this by yourself by holding the drill in awkward positions, but get a second hand if possible.