Here's a helpful site
http://www.abspc.com/diy/notebookdiy.asp
However, I'm not sure if you're talking about building an apple or a PC laptop. The only way you can build a apple from scratch is by buying old parts, and putting them together your self. I bought a 800 Mhz G4 iBook that was in pieces for $200. The original user had busted the screen and then taken it apart to instal a new one themselves but eventually gave up. So I had to buy a replacement screen, and replacement parts for the stuff he lost or damaged when he was trying to fix it. I'd so in total I spent about $400-450, but I got most the parts I needed for $200, with was MUCH cheaper than the pieces would have go for separately even used. Even with finding that deal, once you count in the value of the time and effort I had to invest, I would have broken even buying a G4 from Apple's refurb store, and I probably would have gotten a faster laptop.
If you're looking to build a pc, your in better luck, but unless you plan on building a high end laptop, your better off buying one from a retailer as a complete package. I would say unless you are looking to buy a PC laptop that is worth $2000 or more, you'd be better off buying one already assembled. $1500 is probably the minimum break even point.
A decent barebone laptop will be around $750
$125 for a new Optical Drive Module
$100 for a new hard drive
$60 for memory
$125 for the OS
$40 for the wireless card
$300 for a New Pentium M chip
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So that brings you to $1500
and that doesn't count the time and effort you spend on it, or any tools you'll need.