RobotShop.com provides a comprehensive step-by-step guide describing how to go about building a robot overall. If something more specific is required, LetsMakeRobots.com, PopularMechanics.com and Instructables.com offer instructions detail how to build particular robots.
RobotShop.com's instructions spread over ten lessons on robotic platforms, actuators, micro-controllers, motor controllers, robot controls, sensors, tools, programming and how to start the process. The lessons are recommended to be spread over ten weeks, and are aimed towards anyone having general interest in robotics.
LetsMakeRobots.com has step-by-step instructions detailing how to build a rudimentary beginner's robot. While the site has a complete list of materials needed, the site mentions a kit is available should that prove easier to obtain. These instructions go over the entire process of constructing a robot, and goes over much of the information that RobotShop.com, albeit in a more specific direction.
PopularMechanics.com offers a step-by-step plan on building a simple robot that is also recommended for beginners, yet is slightly more demanding in build than LetsMakeRobots.com's offering.
Finally, instructables.com features a number of robots that can be built, all with instructions. The benefit of instructables.com is the sheer variety of options and skill levels required, as it is a site moderated and updated by inventors, instructors and do-it-yourself aficionados.