OK. I'll try to be nice because I know I have asked some "obvious" questions around here, but....
1) You can use the "search" on the forums, or
2) Look at the web page you linked. Scroll down and you will see that 'TalkingOctopus" used 4 sheets of 4x8, 5/8" thick, MDF...
In case you can't find it, it is under the Home Depot/Menards section.

Now that I've poked fun a little, I am making a similar cabinet and it is going to take me three 4'x8' sheets of 5/8" particle board, and one 2'x4' or 4'x4' (depending on what I can find) MDF for the top of the control panel. I am also going to laminate mine, so the particle board will be just fine, but if you want to paint it, some folks around here did an awesome job using MDF. I am using MDF for my control panel because I want an even smoother surface for my control panel art to stick to. I am still up in the air about putting plexi or lexan over the control panel.
As for guides, search Google for "lusid arcade" and you will get the basic cabinet design a lot of people use or started with. There are others out there too that are pretty awesome, but that one is the basic for what TalkingOctopus used... I know this because I clicked on his "Plans" link at the top of his web site.
Look around, the answers are right in front of you...
