Now, I didn't make this thread just to scare people with what can go wrong, I will now present some reading-material for design and construction.
First of all I would suggest finding yourself a textbook on the physics behind electricity and a textbook on electronic components, this will be a firm point from which to throw yourself into the DIY wilderness. The first one is more important to you if you are aiming to one day design an amplifier yourself, whilst the knowledge of basic electronic components is completely essential in order to build a good amp regardless if you design it yourself or use someone else's design. After having acquired this knowledge you have good foundation on which to proceed forward from.
Now I will present a few books and pages that are good to read, there is also an archive of links and book suggestions on the main site (
http://diyaudioprojects.com/Technical/) which contains some useful info and links, there is also another part on the main site with a list of some books
http://diyaudioprojects.com/diy-audio/diy-audio-books.htm which is well worth looking at.
First of all I personally recommend both the titles by Mr. Morgan Jones, "Valve Amplifiers - Third Edition" and "Building Valve Amplifiers", the first one is about the theory of valve-amplifiers and the second is about the practical part of actually building one. The theory can be a bit heavy reading at times but is worth it and well, it's good to read what you should do in practice.
A guide basic design and a good and simple introduction to load-lines can be found at
http://www.freewebs.com/valvewizard1/se.html. This one is a bit more reader friendly than Mr. Jones but is very thin, I suggest reading this one alongside Mr. Jones book, after all, there is never one answer.
Bruce Rozenblit who designed the successful Odd Watt amplifier has written a book called "Audio Reality" that is available at his sight (
http://www.transcendentsound.com/audioreality.htm), I have not read it myself but it has been suggested by others in an earlier thread.
Another option is the US navy's NEETS modules made available by
http://www.hnsa.org/doc/index.htm#train, here is a direct link to the pdf-documents
http://hnsa.org/doc/neets/. NEETS is short for "Navy Electricity and Electronics Training Series" and contains a wealth of information about all types of electronics and electricity, This is possibly a good option for learning the basic stuff too if you don't want to buy a textbook but in my opinion the best option is to read both.
These are some examples, more books and links are very welcome.
/Ebbe