You can find component kits here: http://stores.ebay.com/pic-hitechworld/Assortments-and-component-kits-/_i.html?_fsub=5631475011
This page soon will contain information how to build a classic Joule Thief (Detailed instructions). Here you can see a brand new joule thief (transformer based) I have built. It can produce upto 50 volts from a fresh battery!
How it looks in the dark
It is not difficult as such, however many interesting variants are possible. This is what makes this circuit so interesting, and highly useful for learning/studying. Over the years, I have built many such circuits!
Gallery with older joule Thief circuits I have built.
Here the first few schematics for joule thief circuits. They are easy to build.