There are some great people out there that tend to share lots of information on making pickups. They have gathered in some of the following forums:
One of the biggest hurdles I had to jump involved finding supplies to make pickups I hope some of these links will get you going:
What is pickup winding if you don't have the wire to wind with? This is where I usually purchase my Essex magnet wire.
The Magnet Source has a good selection of magnet sizes, shapes and types.
Associated Manufacturers of Pickups and Guitar Electronics - great location to order many of the common materials. Discounts are provided for members.
Red Lion Counters
Many varieties of counters – also lists distributors by location. Some of these counters are very expensive, but you can find a few for under $20 US.
10 counts per second - electro-mechanical. However, it cannot be reset... you will have to keep track of the starting number.
Where would pickup makers be without thier coil winders? Many new pickup makers purchase Jason Lollar's book "Basic Pickup Winding and Complete Guide to Making Your Own Pickup Winders":