In the below video, Ben Heck takes you through the basics of building your own 3D printer. To follow his instructions exactly, you would need to buy all the same supplies he uses. These supplies are considerably cheaper now, considering the age of the video. The best place is probably Heck’s sponsor, Element 14.
It is also possible to simply take the instructions he uses as well as this wiki site and from there build your own implementation of a 3D printer. There are also other models out there that can be built.
This is one of the better tutorials out there, and Heck is a good presenter to follow if you’re looking for interesting projects to do at home.