this is not a difficult system to build, but you'll need several dc-dc converters. probably a 3-output converter for +5, +12 and +3.3, and a 1-output converter for +5(standby). I think you could make -12v, 0.5A with just a flyback winding on the +12v inductor, and a cheap LDO. breaking down the 120v input wouldn't be too bad either, but it might be best to break the 240v rectified signal down to 24v or 30v using an isolated (forward) converter.
but here's the thing - you can get one of these, already built and tested for probably $1-2 in volume. if you're thinking of getting into the atx business, you may want to reconsider.
however, if you just need a power supply for some project, go get one from newegg or fry's for $20.