From the Lego website, an awesome process for designing and buying your own, custom, Lego set.

Is there something special missing in your LEGO collection? Would you like to add a professional touch to your personal gifts? Now you can make, shape & even order the toy you wish in a box you design yourself. Your ideas. Your creation. Your box – LEGO Design byME

Following are the steps you need to go through to make your own custom LEGO set:

• Install LEGO Digital Designer 3.0 for free to start your experience.
• Use your imagination and have fun as you build your own dream model
• Design your own unique box and get an auto-generated, printed building guide
• When you’re all done and satisfied, order your customized LEGO set.

The next steps are a quick description of our tasks:

• We will handpick your bricks.
• Produce your one of a kind box.
• For those that wish we’ll even include an Auto-Generated, printed Building Guide.
• When done we’ll ship your set right home to you, or the destination you have chosen.

http://designbyme.lego.com/en-us/FAQ/default.aspx

(via The Unofficial Apple Weblog, Build customized LEGO packs with LEGO Digital Designer)