Step by step instructions on the web...
Well basically there's a bunch of sites out there, although some manufacturers see fit to hide their 'trade secrets', others are more than forthcoming with them. Without knowing a little more of what you're specifically looking for, I can only give the sites that I use on a semi-regular basis.
One of my favorites is the website of Matrices, a wonderful Seattle fursuiter that posts a lot of good material on her website at
www.matrices.net. There are a few LJ groups devoted to the subject as well, the biggest I've seen being 'fursuit', which has a whole slew of members well versed in the fursuit arts, as well as a list of memoried posts that have details in everything from suit building to eye construction and airbrushing.
As far as finding foam and fur, I can't speak directly to your concerns as I'm not actively building myself yet. The foam itself, I've been told, is easiest to find in certain craft stores, but I'm at a loss to which ones in particular. I personally would take a look at the brand names suggested on the sites that you get access to and calling around for the best price, availability, and convenience between the various art stores in your area. Fur on the other hand is a harder commodity to come by. Sure, you could go to Fabricland and dig through their bargain bin, but if you're looking for a certain color that's not recommended. Patterns are a nightmare as well, as most often if you're looking to get tiger stripes or leopard spots or something, the patterns on fur are not designed to mold to a form, and are decidedly uniform in their implementation. Patterns, as opposed to solid colors, are a good reason to learn how to do airbrushing on the cheap. Experimentation is key, so I'm told, so I'd take a look at all the various options before settling on something and expecting it to work on the first run-through.
What I primarily suggest is hit up some of these other groups with more established fursuit groups, or static resources on various websites with lists of possible methods. Hopefully that'll get you started, and then you can come back and ask specific questions that'll help you plan / design / create your fursuit!