Hi manhong. Welcome to CPF.
Like Greenled says, there are very simple designs and much more complex ones. You can get most of the simple parts at radios shack and need only basic electrical tools to solder cut plastic, etc.
For modifying and existing light or building from a kit, I like the sandwich shoppe.
https://secure3.dnsaction.com/~anlighte/shop/login.php Some of the kits are very professional looking when assembled.
You'll want to cruise this site (CPF) for a while, learning about things like heatsinks and sandwiches and up converters and down converters.
To really build a professional looking light from scratch, you'll need a lathe, electrical tools, drill, dremel and other smaller metal working tools. It's fun and reqarding, but can get time consuming and expensive.
People have had fun using plumbing supplies (copper or PVC pipe) as body parts. This reduces the tools to simple hacksaws and pliers and such.
My most recent home made was documented
here, the Slim 2 build.
Daniel