There's a 20-chapter DVD on the market instructing DIYers on how to build a flight case. Luckily, thanks to the internet you probably don't have to buy it—there's an excellent DIY flight case online tutorial by Dutch multicreative Joris van den Heuvel right here.
Heuvel goes over the specific tools (jigsaw, pop rivet wrench, drill bits) and specific components (plywood, extrusions, corners, latches, hinges, handles, etc.) you need to devise a flight case, then launches into a clear ten-step guide for getting it done. Obviously you just alter your dimensions to suit whatever it is you're trying to box.
He also has a second tutorial up on a slightly differently-shaped case, pictured below.
As for sourcing, Van den Heuvel got his components from Penn Elcom, a UK-based but worldwide-distributing manufacturer of flight case and speaker cabinet hardware.
Another tutorial, not as crisp as van den Heuvel's but interesting in that it was produced by someone with zero building experience, is this Instructable by Alang (not pictured here). It may be more encouraging to the building novice as Alang freely admits you can make some sloppy-ass cuts but still get things right as the extrusions on the edges give you a little wiggle room.
In any case, if you've been thinking of getting a flight case but are put off by the exorbitant retail cost, either of these tutorials should help you get started on one, custom-built to your specs, for a fraction of the cost.
» Part 1: Rock Star Appeal
» Part 2: DIY Instructions
» Part 3: No Need to Stay Boxy