Go take a look at DIYStompboxes.com. There are 3-4 projects you can do. Start with the beginner boost (a great pedal!). If you do a search for my username you can find a sound clip.

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Tune Low, Play Hard & Floor it!

Here's some links in case anyone needs them.

The #1 place for pedal kits, parts, pieces, components, etc... These guys ROCK!
BYOC (Build Your Own Clone): http://www.buildyourownclone.com

The #1 place to buy pedal enclosures, parts, etc... These guys ROCK!
Pedal Parts Plus: http://www.pedalpartsplus.com/

Another good place for pedal kits, parts, pieces, etc... But they are not as well known as BYOC and/or don't have the same level of customer service/support.
General Guitar Gadgets: http://www.generalguitargadgets.com/

Another place for pedal kits, parts, pieces, etc... But I have never dealt with them or know much about them.
DIY Stomp Boxes: http://www.diystompboxes.com/zencart/

An idea that might save you a few bucks is:
(1) Buy a $5.00 printed circuit board and print out the electronics schematic.
(2) Buy all the necessary resistors, capacitors, etc... separately.
(3) Buy whatever enclosure you want for it.
(4) Buy the knobs, potentiometers, jacks, etc...

....And finally - get out the soldering iron, and build it yourself!

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EDIT: You guys are going to think I'm a little nutty... I just did a quick price comparison on the "clone" of the MXR Distortion+ (the easiest, most simplest, DIY pedal):

BYOC kit called "250+": $63.99 straight from their website, everything included, everything pre-measured, etc...

Same kit but priced individually - parts, pieces, components, etc... from various sources:
Assorted resistors - $1.10
Assorted capacitors - $1.65
Assorted diodes - $2.10
741 single Op Amp IC Chip - $1.00
2 Potentiometers (volume, drive): $2.40
Misc hardware - $35.25
(i.e. the 125B pre-drilled enclosure, circuit board, jacks, footswitch, knobs, battery snap, wire, etc..)
GRAND TOTAL: $43.50 (minus tax, minus shipping)

If you need parts, try Mouser Electronics. They sell everything you could want or need for electronic projects. Enclosures, Caps, resistors IC's, Transistors, jacks,switches you name it.
http://www.mouser.com/

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Life...... It's sexually transmitted and always fatal