Step 2: Buy the stuff and get started!
I purchased all of the wood and other construction supplies, but did not buy the spray paint (they were out - imagine that).
I started by trying to lay out the columns on the plywood in such a way that I would get the most out of one sheet. I decided the best thing to do would be to just rip the plywood in half lengthwise and then clamp the two halves together. This would allow me to sketch on one side and trim both of the sides at once. Since I didn't have a template or even any measurements to go by, it was pretty important I keep the sheets together.
Once I had the basic shape of the columns, I needed to work on the "rake" or tilt of the columns. Initially I cut way too much and the columns had no chance of standing on their own. Once corrected, I was on my way!