For new AR addicts .. er owners.. I really recommend just getting a complete rifle. There isn't a whole lot involved in building from a Lower Parts Kit, though I recommend just buying an assembled upper unless you have a specific need for a type of barrel, bolt carrier group or chambering.
If you are the handy type, there is a parts kit available from several manufacturers. The one I see getting the best reviews for over all quality and least amount of PITA experience is the STAG.. (www.ar15sales.com
) Pete the guy who owns that site and goes by LegalTransfers at ar15.com will take damn good care of you.
If you snag that kit, all you would need is a stripped lower reciever (that's the part that requires the FFL or FTF sale) and a little google work to find the assembly instructions - the instructions are all over the net, don't be shy about asking questions if you go this route.
I say get a complete upper so you don't have to deal with the barrel assembly / torquing and head spacing - not that either of these are what we would call difficult -.
There are a couple of threads already going on this subject and a lot of what your asking is covered. Check those out and let us know what questions weren't covered and we'll get answers for you or at least point you in the right direction. Another resource is AR15.COM .. most of the build your own thread isn't too bad. Again, ask questions and don't feel dumb for doing so. It's your money and if you are like the majority of us, you'll want it done right!