Since it's easier to go through the process of building a Sish USB Chess Interface board with the steps outlined I decided to compile all the information on the site thus far and present the following tutorial.
Before I get started let's talk a little more about what this board is. It's basically a USB interface device that responds when you close the individual switches on each square of the chess board. For instance by pressing the "e2" square and "e4" square the board will send the computer "e2e4" this tells almost all Chess programs to move the piece on e2 to e4, etc. The board is a great and inexpensive way to play games with your computer using a physical board and since it's not tied to any specific program you could use it to play games with almost anything (Fritz, Chessbase, Winboard, Arena, Chessmaster, etc)
Bottom line, it's reasonably priced (<$50 if you go with an inexpense design), not very hard to do, and makes for a heck of a lot of fun.
Now a little inspiration...
Determine which type of board you are going to build, something like my wooden board? Perhaps you are interested in some of the designs Bryan has at USB Chessboard. Regardless figure out your design and get your raw materials together.
If you are going with a board like mine you'll need momentary switches, long plunger style (you'll need a minimum of 64, but I'd get extra). I've had nothing but great success with AllElectronics.com. You'll also want some un-insulated wire to connect the switches, something thin, perhaps 24 or 26 AWG. Next you'll want to get a couple of termination strips and something slightly heavier (and stranded, more flexible).
Figure out which Teensy you'd like to get. For me it came down to my soldering preference. You see with the Teensy (with or without pins) I would still have to solder a wire to one of the end holes directly. This just didn't seem like much fun, so I went with the Teensy++ (with pins). It's a few dollars more but the end result is I could solder wires to a socket then connect the Teensy++ to that socket. Much cleaner, much easier to undo. The socket I chose intially was two 12-pin sockets from PRJC, however after some issues with placement and my poor yet improving soldering skills I chose some jumper wires from Sparkfun, these made short work of connecting to pins.
Program your board. You'll want to download the appropriate software from this site based on your choice of hardware, Teensy or Teensy++. You'll also want to follow the instructions at PJRC.com to program your hardware with the hex file.
Sish hex file
Sish++ hex file
Refer to the wiring diagram for the board itself and the Teensy (or Teensy++) you've purchased.
Wiring Diagram for the board itself
This should be enough to get you started, if you have more questions just contact me and ask, I'll do my best to answer.