Frame

First thing is to choose your frame setup. Do you want a quad-, an hexa- or an octocopter?

It would be necessary to think on your flight orientation preference, as it may have consequences on your building choice. For example, if you're planning to do some aerial photography, "X" mode would be a better choice than "+" mode. More informations here.

You can find here the ArduCopter Quad's build, with a step-by-step instruction.

Here's Norf's Ardupirates Hexacopter Build Log, an interesting link.