I'm kicking this off to be able to answer Charlie.S's questions outside the "Welcome" thread.
Sanguinololu power - it is fed, in effect, in two different ways. The actual processor can be fed via the USB connection to your PC. This provides 5V which goes to the board. This is quite useful as it means that you can connect to the board, test it, and download new firmware without needing any other power. There is also a 12V (nominal - it can vary) supply needed which goes via the Pololu driver boards to the stepper motors - mainly, that's needed to run the motors and feed the hotend heater. That 12V supply also goes to a regulator chip on the board that can also supply the 5V. In practice, what I do is run the board off the USB power alone when I am testing, downloading firmware, or whatever so that the motors cannot move, the hot end does not heat, etc. Once I'm happy, firmware is loaded and running, Pronterface(*) is running on the PC and connected to the board, then I turn on the 12V but until I do that, I know that motors won't move. I don't know where you are coming from in terms of understanding electronics, etc, so ask again if that doesn't make any sense.
In summary, you will be able to do early board testing, download your customised firmware, etc, with just the USB connection but you are going to need a 12V power supply capable of at least 5-6A, and maybe 15A if you also have a heated bed.
So, going back a step, before you can use the Sanguinololu you have to have downloaded a suitably configured version of the firmware of your choice. This is the software that runs on the board's CPU, takes the incoming messages from the PC (G-code - simplest view is that the PC says "go to point (X,Y)" and the firmware translates this into the stepper motors pulses needed to do it. The firmware is also responsible for things like reading the hotend temperature and controlling the heater power to maintain temp at the set value). The two main firmware variants are Sprinter and Marlin. I recommend Sprinter as the simpler of the two to get running although there is not much in it. I have been running Sprinter up to now, although I am in the middle of moving to Marlin although that is only because Marlin supports an LCD panel and Sprinter does not. In either case, the firmware is almost certainly going to need to be configured and a new version downloaded. Why? Because the firmware has to know (i.e. it is built into the firmware code) things like how many stepper motor pulses are needed to move 1mm along each axis or extrude 1mm of filament, how the end-stop switches are configured, which way the stepper motors go, etc, and these things differ with every Reprap machine. Maybe they shouldn't, but they do... So, you are going to need to download a copy of the Arduino software (the firmware development, compilation and download package - and I recommend version 0.23) and a copy of Sprinter. You install Arduino on your PC, use it to open and edit the relevant bits of Sprinter, hit the right button and, miracle of miracles, the compiled firmware configured to suit your machine is downloaded into the Atmega chip on your Sanguinololu. The good bit is that is then stays loaded - you don't have to do this every time you switch on. I probably needed to modify and download 3 or 4 times when I was first getting the system set up just to get motor direction, end stop settings, etc. And I've probably updated it half-a-dozen times since for various reasons.
Installing Arduino and getting to grips with opening Sprinter, updating and saving it, etc, is a bit fiddly and without a reasonable background and familiarity with software, you are probably going to struggle a bit. Not least because most of the instructions assume you are running a Linux variant and it's all a little bit different on Windows...
What I would suggest is that when you get to the point of having a built Sanguinololu that you think is ready to run, and assuming that you have or can beg or borrow transport, is that you bring it to my place (will you be using a laptop?) and I can take you through the process of installing all the software, and we can get it up and running. I probably have sufficient facilities, power supply and so on that we can sort most issues. You can also see a working Prusa! Might provide some inspiration to get your own machine running...
You also asked about the hot end. Mine is, more or less, the Adrian Bowyer design that I found on the Reprap forum somewhere. I made mine from some odd scraps of aluminium and brass, but I did have to buy some PEEK and PTFE which I was lucky to find as cheap(ish) offcuts on eBay. I have a milling machine and lathe and with those facilities it was pretty easy to make. I modified the original design and I still haven't got round to putting the drawings together. I worked from odd pencil sketches! Again, though, I can talk you through that if we can meet up.
I shall PM you with contact details so we can communicate outside the forum with reference to meeting, but please ask technical questions here as the answers might (possibly!) help others. I found that there was a gap between not knowing anything very much at all and being able to understand the more advanced discussions that was difficult to fill, and that is where the forum comes in.
(*) Pronterface is the software that runs on your PC when you are printing. It allows you to move the various axes, set hot end temperature, etc, and is also where you load in a design that it then sends to your printer. That's another whole story...