If you want to buy every thing now here is the full list for the classic fret-less acoustic cigar box guitar ( options are too many to list but will be listed as we go along)
You will need everything in the first list too.
Wood - The same type as your neck but in a 2X1/4x24 inch (for a fretboard)
Tuning Pegs - 3 Each - I would recommend the individual ones and not the ones grouped together (like in classical guitars). Check out your local Music Shop, Ebay and CB Gitty
Wood Glue - Titebond III works best for me. It forms a bond stronger than wood, is water proof and drys clear.
Some Sort of Sealer - Shalack, linseed oil (careful linseed oil is highly flammable storing your use rags together will catch fire!), Polyurethane, etc.. And Brushes or Rags to apply it. I use Polyurethane, I just like the results but others work well too.
Strings - Acoustic Guitar Strings using the A,D and G strings good Gauges for slide guitar are 46, 32 and 25. Some Music Shops sell individuals and CB Gitty has 3 string sets too.
Nuts and Bolts - #8 1 1/2 Machine Screws and #6 8 1 1/2 Machine Screws for your Nut and Bridge. I use these to get pretty clean look.
If you wan to keep the DIY look then pick up a 3/8 (or thicker) x 2 1/2 in I-Bolt
Make a Slide - You can use a Wine bottle and Shoelace to make a slide, or cut some Copper Pipe, a 3/4 Socket from the hardware store or your can purchase one. I would buy a stubby slide something around 1 to 1 1/2 inches in length, it just makes playing individual notes on the guitar easier.
Tools - 6each 2inch Spring Clamps, and at least 2each 4inch (or larger) bar clamps. A good place to find these is in your Everything for a $1.00 Store. A Sharpie to make fret markers. A Hack Saw, Wire Cutters or Fret Nips (if your going to do frets). Torch Tip Cleaners (to file down your frets). If your are panning to make your guitar electric you will need a Soldering Kit (the local Radio Shack has them for around $10.00 and they include solder), Electrical Tape, and Duct Tape, yeah Duct Tape. (these tool arnt included in the budget so find a friend or borrow them)