Well, aside from the wood, you'll need a small baseball bat to help you defend you decision when talking to some other DJ's.

Some DJ's just think that light boxes are "just so 70's".
Aside from that...You'll need TWO 8way Bulgin sockets. Its best to have two sockets, that way, one socket takes the power in from the Lighting Controller, whilst the other socket can be used to "daisy chain" other light boxes to the first screen.
If you're planning on using "fairy lights" then you'll need a thin piece of MDF board to drill holes into to poke the "fairy lights" though from the rear. Alternatively, if you're using larger bulbs, then you'll need to use battenmount light fittings...and heres your first dilema: Whether to go for bulbs with bayonet fittings (BC fitting) (the "Push and turn 10degrees-like ordinary household bulbs), or screw thread (ES). Both fittings have pros and cons. BC (bayonet caps) tend to be more secure after repeated transit/vibration, but in recent years its difficult to get any BC bulbs in more than 4 standard

colours eg: RED/YELLOW/GREEN/BLUE. Also, BC fittings when mounted at 90degrees (EG: Facing the audience) can sometimes let heavier bulbs "sag" by about 5 degrees..hardly noticable, but important if your design doesnt leave much gap between bulbs. (Ker-pish!!!). ES (Eddison Screw) fittings (Be careful not to get mixed up with SES - small eddison screw fittings) dont allow the bulbs to wobble, are available in at least 6 colours (deep purple, orange, cyan? etc), BUT have a tendancy to unscrew themselves over a period of several gigs unless you manually check their tightness every gig or so.
There are also the "fairground" lighting bulbs which (I think it was Chris) were recommended a couple of weeks ago, but, since these run on 60volts, must be wired in series, in groups of 4 (16 in a box). These are based on the idea of white bulbs, with hard plastic covers available in about 10 or 12 colours. The catalogue which the link in Chriss(?) post gets you, also features some massive "Street sized" christmas decorations if you're desparate to out-do your neighbours this year (and have got £900+ for a street-width hanging decoration).
Next you need to find a way to link the 4 channels of power coming in from the Bulgin socket (from the controller), to the bulbs themselves. I've used Terminal strips (also known as Choc-blocks) those plastic strips which look somewhat like Lego bricks, with a screw holding each wire in. The idea being that you wire one long terminal strip to each of the four incoming channel from the controller, label those terminal strips 1,2,3 & 4 respectively, and attach a few of each of your bulb holders to each terminal strip (remember to work in groups of 4 x 60volt bulbs, IF using the fairground lighting bulbs above).
Finally, you'll need to obtain some perspex/plastic to cover the front of the screen. The two most common types are white opaque(sp?) which is translucent and simply hides the bulbs, taking on the colour of whatever bulbs are lit at the time - the "hard" version of hanging a sheet of paper in front of your bulbs. Alternatively, you can use "Prismatic perspex". This has thousands of tiny (4mm) pyramids over one side. Each single bulb that lights up in your box will look like 5 bulbs (like on a dice) through the prismatic perspex.
Three perspex considerations:
1) NEVER use reflector bulbs with perpsex. They focus their light AND heat toward the perspex and will melt it.
2) Allow a good 3inches+ between any bulbs and the perspex.
3) Whatever perspex you use (Opaque/prismatic), also add a sheet of thick CLEAR perspex in front, to stop bad cases of "Hokey Cokey Foot" from adding to your repair bills.
Other than that, you've just got to think of some nice patterns that go well with however many channels your controller offers. One hint for this, which helped me with my 4 screens, is to use a computer animation package...very easy. 1..2..3..4..1..2..3..4....