I have decided the best place to start would be to test the microprocessor I would be using... I bought these off eBay as "New Old Stock". This was a great exercise as it introduced me to some great sites for components and the real basics of the Z80 microprocessor that I plan to use. I chose the Z80 for a number of reasons; it runs on 5 volts, it is 8-bit, very simple architecture, cheap and there seems to be a lot of information on the web about using one of these. Of course, as I am starting with absolutely no knowledge of how to do this, I had to borrow the schematics from someone else. Here they are: 

http://z80.info/z80test0.htm

This was a great build as it can be easily put together on a breadboard, I got the 5V supply from an old phone charger and the components are very easy to get. I purchased them all from one online store based in my local city. This was a very exciting build, as I see it as a stepping stone to my future projects... which I am already ordering the parts for the next step.