Step 2: Find some dice.
For my cube I ordered 30 red 19mm translucent dice from Uncle's Games.
Inexpensive dice will not be perfect cubes, however, it is likely they will be much closer than gfixler's acrylic cubes. For the purposes of making a dice cube, its not really necessary to have anything more precise than these.
Though I don't have personal experience, I would not recommend "Casino Style" dice as they are usually made of acetate, not acrylic (the glue I used doesn't bond well to acetate), and do not have indented pips, so the ink may rub off during use or make the cube harder to turn. On the other hand, they are probably the easiest (and cheapest) way to get perfect cubes.