I thought about it once upon a time but I found that some parts are very SPECIFIC and pricey. For example, some chips as specified by Moog goes for over $100. Mark-up galore and hard to find. Screw that. You can start with this website.....
http://www.synthzone.com
Try some basic sine, triangle and square waveform generators and go from there. There is a software program that lets you hear the output if you combine such and such generator with different LFOs and effects. I forgot the name of it but I found it on the aforementioned website. Have fun with it, be careful when dealing with hardware electronics and good luck!
V.