First, get yourself a decent torque wrench with allen head bits in all the sizes you use for bike parts.
Second, print out a sheet of common torque values and keep it handy. There's one at the link above. You can destroy parts by over-tightening and you can build a bike that'll fall apart underneath you by under-tightening.
Get yourself a maintenance manual. The web is a great resource, but professionally edited manuals organize information far better than any mailing list. If you can afford a used copy of Barnett's Manual, you should have them available. They're the best reference when trying to build out a bike. Some co-workers that I used to ride with and I pitched in for a set that we kept at the office and we'd come in on the weekend to work on bikes. "Zinn and the Art of {Road,Mountain} Bike Maintenance" are much shorter (and cheaper) alternatives and are fine if you're using fairly standard components.
I know I just recommended paper manuals, but I found it helpful to download installation instructions for components and use my PDF viewer to zoom in on the diagrams. The printed ones are too small for my eyes to really see small details which might help you tell whether parts that come in pairs have any chirality to them.
Finally, take your time. Don't plan to start building out your first bike 2 weeks before a tour. Start getting parts and working on it early and try to do anything that might require specialized tools or skills like reaming or press-fitting first. Some things like prepping a head tube will probably require a trip to your LBS.