What's your background in electronics? Are you an electrician/ electrical engineer, etc by trade, or is it just a hobby?
What sort of things are good to start off with to build up to the amp in order to understand both the schematics and the signal flow for it to work?
I just do this as a hobby. I'm the kind of person that pics up on things pretty easily(you show me once, I can do it sort of thing). I have no background in electronics. I read a few books a while back, that's about it.
I started with an AX84 build, which IMO is a great starting point, and as long as you can solder you shouldn't have a problem. I then modded my Valve Jr. to hell and back, which was a good learning point. Then I started on the SLO. I just built a BYOC ultimate fuzz too(fuzz face), cost me $35 by getting the stuff on my own(they charge like $75 for the kit).
If you are even slightly interested in DIY stuff, I say get crackin at it
There is nothing like the feeling you get when you play through stuff that you built, at a fraction of the cost.
If you want to get into the high gain build like this, sign up for the Sloclone forums. The guys there will answer any questions that arise(and I do mean anything). There are also parts lists, schematics, PCB layouts and turret board layouts. Someone just added a dual eq layout also. Great place to start. Also, Weber makes a SLO kit, called the Heather. Pretty much the same build as mine, he just changed a few values of components and used cheaper crap. His kit is only $680.