Are you looking to make your own MEA (Membrane and Electrode Assembly) as well, or just the mechanical plates for the Fuel Cell? A dremel and some plastic can get you pretty far. Ultimately, you'll need some metal screens or similar to pass the current along. Do you have access to power supplies or load cells? Feel free to ask more questions.
I found the following after a (very) quick search...
DIY Book
DIGG
Google Groups Thread
Some Random PDF
BEN