If ye are lazy and just want to ho some free models then have a look at my Deviant Art site - theres a few free plans up on there.
Step 1: Materials
The program we are going to use to make the nets is called Pepakura Designer 2 - It's a japanese program and so the documentation for it is a bit squiffy. It's also shareware - you can work on a project and print it out but you can't save. There is a way around this but if you are going to be using this on a regular basis i would reccomend splashing out on the complete version. Its not much and its a way of thanking the peeps who went and made the prgram.
Pepakura Designer 2
For the initial modelling software, use what you are comfortable with - Pepakura designer accepts a wide range of filetypes (listed here). However if you as skint as me there are several freeware alternatives to the big name programs:
Metasequoia LE - This is the one i use, it's freeware and again japanese so the help files arent too hot and there are a few bugs that crop up every once in a while.
Google Sketchup *edit* I had bit of a dabble with this the other day and as people on the comments pointed out, it doesnt save natively to a format that pepakura designer can read, but you can export your models in google earth 4 format and it does work. Thanks guys.
**double edit** Aparently there's a plugin for sketchup that converts the faces into SVG format for use in inkscape http://code.google.com/p/sketchup-svg-outline-plugin/
As well as the software ye are going to need a printer and some fair meaty paper or card- theres a lot of play in the weights but go for something that will be sturdy but isnt so thick that the peices dont fit together properly. My mate allofusarelost even uses photo paper for his. Play around
You are also going to need something sharp - scalpel/ craft knife (or an "xacto" to be all brand namey). I'd go the whole hog and use a metal ruler and a cutting mat too (scrap thick cardboard also works but it needs to be big). If these scare the bejeebies out of ye or your 'rents wont let you, you could always fall back on the age old standby, scissors.
And then another dilemma... Adhesives! PVA (white glue/wood glue) works as does balsa cement (my fav when i have it) and are usefull for fiddly bits - tho pva has a tendancy of warping sometimes. You can also use a glue gun but as with those things it will always be a bit messy and "imprecise". Another option is to use double sided tape. This has excellent hold on large areas as long as you can get around the back of it but is a little time consuming cutting strips to length. When it is all prepared it is very quick to make and doesnt require you to hold pieces together for a long time whilst the glue sets.
Superglue is a nono! - it was designed for sticking together peoples not papers and you mind wind up with a cool yet useless bodymod.