Step 1. Come up with a custom design of your own like mine.
Simply use Photoshop, or the free equivalent paint.net (from download.com) get a guitar you like the shape of, cut out the neck and pickups and put them on one layer.
Now get the body shape you like (either a normal guitar or and entirely new one, like Mario here) and put that as layer 2 combine the layers adding the inlays along the neck.
Make sure you save all the images used to build the concept design, and try to use large images, as they are easier to copy when airbrushing onto the guitar
Alternatively you can ask the folks at g33kd.com to create a design for you, they ask for the theme and what kind overall look you are going for, and then they send the design to you, for your approval. Once approved or you've given them your design, the building process takes about 3-4 weeks for custom guitars, or you can buy one just like this Mario guitar, and they can send them out to you within the week.
I know this isn't the best instructions on how to build a guitar, but at the price they offer, its most defiantly worth it, if you don't have the know how like me, and i thought more people out there should know that services like this are available! :)