The STL files for this are available from the RepRap Subversion repository here, so you can print them in a RepRap machine. The lasercutter DXF files are here. In a lasercutter cut them from acrylic. In a RepRap machine print them in PLA or ABS (note - we haven't tried this yet; it should work fine, but watch the blog for details).
The PDF file LaserCutExtruderAssembly.pdf gives complete diagrammatic instructions on how to assemble the extruder.
In addition, there's a video tutorial on putting together the heater barrel at the Bits from Bytes site.
-- Main.AdrianBowyer - 28 Jul 2008