all the parts and some guitar wiring tips can be found at http://www.stewmac.com/shop/Electronics,_pickups.html
(not trying to endorse stewmac.com)
i picked up most of the parts at radio shack and from an old beat up violin a have. so if you really want to make one, do it. Then paint it funky colors, wire it with two pickups( I'm working on that one) build in a preamp basically do anything with it( except rape that is never acceptable).