A good friend of mine is building a modular synth, he's just about done actually(with the first incarnation). It has captured my interest and I have read up on it a bit. Most of the modules that you build are not very difficult to solder up (the kits). From what I have read I would stay away from paia stuff. There are several companies that sell new/cool modules and a few actually sell them in kit form so if you know how to solder you could save some money there. Here are some links that I have compiled in my research. You can pick up little bits and pieces of info from each site. Building a modular is expensive no matter if you kit/build each module or not. It would be awesome to have a giant modular wall like Vince Clarke or something. It is something fun to do slowly over time build a module every month or so and in a couple of years you could have a pretty gnarly system. Happy reading...
http://algoart.com
http://www.analoguesystems.co.uk
http://www.buchla.com
http://www.curetronic.de
http://www.cyndustries.com
http://www.doepfer.de
http://www.modcan.com/
http://www.modularsynth.com/
http://www.oakleysound.com/
http://www.synthtech.com/welcome.html
http://www.synthesizers.com/
http://www.users.globalnet.co.uk/~concuss/
http://www.technosaurus.ch/
http://ucapps.de/
http://frontpanelexpress.com/
http://www.schaeffer-apparatebau.de/English/index.htm
http://www.mouser.com/