I want to build my own bicycle.
 

When I first moved to San Francisco, I thought it would be too hilly to ride. But this city is really bicycle friendly. So as I get more and more into the sport, I was thinking it would be fun to build my own road bike. I figure I can get a lot of the parts I need from the various bike stores around town. Anything I can't find in town I can buy on ebay. My only problem is I don't know where to start.
I'm wondering if anyone knows a book, or a website that I can use as a reference.

You will want to start with a frame, and work from there. If you don't know what size of frame you need go to a bike shop and get fitted. Are you building the bike for the thrill of building something yourself, or in hopes of building the bike for cheaper than an already manufactured bike? Depending on parts you will find the premanufactured bikes run cheaper than building your own (unless you find a parts wholesaler).

I'd say pick up a thorough bike repair manual and look at the annual maintenance section where it goes through stripping the bike down and reassembling it. For me, a bike repair manual with good photos helps the most.

The best manual I have worked with is Barnett's. Pretty much idiot proof if you take your time and read things over before working on each part.

kurty's right that buying a complete bike will likely be cheaper than assembling from parts, unless you slowly accumulate used stuff at great prices. Many new bikes come for the same price as a full parts groupo; you essentially pay nothing for the frame.
Hey and if you're looking for something in a 54 cm frame let me know!

check out sheldon brown, http://www.sheldonbrown.com/. it's a pretty good place to start, and a great place for reference and such...

Building bikes is a really fun thing to do, but as several people have pointed out is is unlikely to be cheaper than just buying a whole bike, if that is your goal. I like the idea of building to my own custom specs, while not breaking the bank in areas that were not as meaningful to me. For example, I built one of my mountain bikes to be light but bombproof and tough. I could have saved weight in several areas but chose a modest weight sacrifice for a major improvement in durability (fork is 3.49lb, not 2.99, but gained 20mm in travel and 4mm in stanchion diameter). PM me if you have any ideas; like many cyclists i am never short of opinions and I am around bikes pretty much every day. BTW, I was in San Fran earlier this month and was thinking about what I would do to build an urban assault bike for that location, such a fun challenge!