The Return of the Jedi lightsaber was made by Bradley Lewis and he documented his entire process over at Slothfurnace. Follow every step of the way, from pre-planning, to cutting, to wiring the lights and testing. It's a truly remarkable piece of work.

Here's the finished lightsaber (without the detachable blade):


And a few shots of the building process:

[Sloth Furnace via MAKE]