Honestly, you can find tutorials galore all over the web. Your best resource, IMO, is www.slagcoin.com. Read it beginning to end and you should be good to go as far a knowledge goes. My best advise would be to take it slow and think each step through. I spent a month, easily, on planning, drawing, and redrawing before actually buying a thing.
As far as the art, you're on your own. This was my custom stick, and I like it being one of a kind. Just download Gimp from http://www.gimp.org/, get some sprites from http://dustloop.com/forums/showthread.php?t=8287 and add some color. That's all I did. I spent an evening playing with the software and filters. (I have never used photoshop or other similar software prior to this) Or you could find some much higher quality art using google. Besides, if you're going to go through the time and expense required to make one, wouldn't you want it to be unique?
Here's a pic of the inside to give you an idea of how everything is mounted.
http://img441.imageshack.us/img441/5135/img3528u.jpg
The wiring is a mess, though. Because it was hidden, I wasn't too concerned about making it pretty on the inside. I used cat-5 wire from the inside of an ethernet cable. You could buy better wire, but I had a broken cable, so it saved me a little money.
Check out some video tutorials on youtube to see how the wiring is done. The info is all out there to do this. I was in your shoes a few months ago. I don't know your experience with this type of stuff, but I didn't know a thing about soldering, switches, diodes, carpentry...etc. Another good resource is the tech talk forum on shoryuken.com. Lots of people willing to help and give advise. Trust me, they are much better people to provide you with guidance then myself. Check out the custom arcade stick thread there as well to get some more ideas.
Oh, and I purchased my buttons from www.lizardlick.com. Good luck.