Oh, and uh, if at possible try to avoid the radioshack soldering iron (or anything else that looks like the tip is your nail) even if you're a starter. The first time I experimented with electronics (wayyy before head-fi), I basically gave up because the tip ratshack 30W basically died halfway through my first soldering job. If you really must, go with the 15W ratshack iron (seems to last a bit longer); otherwise, see if a local electronics store sells something that doesn't look like the ratshack soldering nail (there's some really cheap Wellers and no-names that use the same "nail" soldering head and suck just as much)
And yes, start with the CMOY. If possible, see if someone's selling a kit with the CMOY--"head-fi tradition" usually states that you start with the standard tangent CMOY on radioshack protoboard, but it's usually a lot easier when you've got the PC board laid out for you.
Then again, the fact that your CMOY usually gets miswired the first time around usually teaches you a couple things about how audio amps work =)