I've built one mandolin and part of a dulcimer. I'm not happy with either. Hopefully, I'll be doing other such things in the future.
Here are some interesting links.
General and Vendor Links
Kathy Matsushita, Amateur Luthier Genius
Elderly Music -- where I bought my lute
Acoustic Box: Stringed Instrument Repair
Associated Tool and Instrument Technique Links
Instrument Building Instruction
Various Plans
Rudy's Musical Instrument Construction Sketchbook
Dennis Havlena's Homemade Instruments
Kitguy's Musical Instrument Catalog
Mottola Lutherie Information Website
42 Explore: Musical Instruments
Eric Reiswig: Pipes and Whistles
Makers and Other Associations
S. California Violin Maker's Association
Instrument Kit Links
Early Music Shop Instrument Kits
Banjo
Song of the Great Lakes Woodworking Studio: Banjo
Cornemuse
Flutes and Flute-Like Instruments
Re-Creating the Jorvik Panpipes
Didjeridu
Violin
Rebec
Percussion
Mudcat Cafe: Make Your Own Instruments
Guitar
Guitar Specialist: Martin Factory Tour
Banjo
Mandolin