1. Take measurements of the place where you want to hang them.
2. Go to the store and buy some wood. If you don't have a planar, I would suggest shelling out the extra dough for the nice wood. That's what I did. I bought 2'x8' pine boards, because it's cheaper, and it's easier to make it masquerade as something else (unlike oak). And since you are already at the store, go ahead and pick up some hardware. Hooks to hang things from (like jackets) and also some sort of hardware to hang the shelves on the wall.
2. Bring wood home and start measuring the wood to cut it. The old adage, "measure twice, cut once" really does go a long way and saves you lots of frustration in the long run. Now, if you have a table saw you are in luck, you can cut each board in one cut and not have to worry about flipping the boards over and trying to line up the first cut exactly, perfectly right like I had to do using our chop saw (AKA miter saw). I cut my top and back pieces first, then the sides. My top piece was about 2" longer than the back piece, just for looks.
3. To cut the side pieces I cut a square first (I think the boards are actually 7 1/4", not 8"). Remember, measure twice, cut once. Then after the square was cut I rotated my saw blade so it would cut a 45 degree angle for the diagonal side.
4. Once all the pieces are cut, sand the edges (especially if you used a chop saw like I did). Try as I did to get my cuts to line up, none of them did, so I have some major sanding to do. Not a big deal, because I kind of like the rough look, but I didn't want things looking too rough, if you know what I mean.
5. Wipe off all the sawdust and stain your boards. Remember to stir all the way to the bottom of the can of stain, and follow all label directions. :)
6. If you want them to be a little bit shiny, instead of having a matte finish, do a top coat of polyurethane. This also protects the wood and finish.
7. Put the boards together. I used a nail gun (WAHOO, first time, go me, go me, go me!) to connect the top and back pieces first. Since I wanted the top shelf to be a little wider, I had to attach the boards differently than I originally planned, but that's okay. Then after attaching the top and back to each other, attach the side pieces.
8. Pre-drill holes for the hardware screws, then attach the hardware.
9. Hang up.
All in all, the project wasn't too hard. I still need to do a coat of poly (if I ever get around to it), and of course they shelves still need to get hung, but at least the shelves are assembled, right?