First thing you will want to know is you will have to get a $200 tax stamp for the Lower Receiver. That is on top of the cost of the total gun. There are different ways to build you SBR. Options like starting with a Pistol AR. or Ground up build. But the $200 tax stamp you can not get around. Well I guess you could build it with out the Tax Stamp. But you get caught with a Unlicensed SBR and you will have a lot of time for working out in the State/Fed prison.
Now done with the Fed Tax/ bad stuff that could happen.
Building one is really not different then a 16" AR. The 9mm just uses a insert for the mag well to take the stick mags for the UZI (I think that's what it uses). And ofcourse the upper is built a little different but not much. Best to buy that built, but if you want build it yourself go ahead its not that hard but get your head space right. The lower receiver parts I don't think are that different aside from the trigger (I think on the trigger), and the buffer (have to have a different buffer I believe a solid). Have fun with it when its done.
I'm building a 300 BLK SBR, but with that there really isn't anything that is changing but the barrel from a 16" AR. Just the wait for my tax stamp to come back.
Here is a FAQ from AR15.com:
http://quarterbore.com/library/pdf_files/shortbarreledriflefaq.pdf