I am wanting to build a green screen. Can anyone point me in the right direction.

There has been written a ton of articles about this on the web
by indie film makers so I would do a Google search on something
like "building green screen" or "making green screen" and try
changing green with blue, that should yield enough hits to get
the basic construction going.

A simple search here at DVInfo yielded the following threads
(there where more):

http://www.dvinfo.net/conf/showthread.php?s=&threadid=30143
http://www.dvinfo.net/conf/showthread.php?s=&threadid=29718
http://www.dvinfo.net/conf/showthread.php?s=&threadid=25705
http://www.dvinfo.net/conf/showthread.php?s=&threadid=20696

I've been using Serious Magic's Ultra for a couple months with great results.

Hi Adam,

Some questions for you:

Are you planning on creating a permanent installation or something you can move around?

What is the widest shot you wish to provide a backdrop for - medium - full - long of multiple actors?

Those two key questions will dictate how much you should spend and on what materials. Two solutions for shooting long shots (head to toe with backdrop on floor as well.) :

LOW END - a roll of seamless paper in either Tech Green or Studio Blue and backdrop stand setup.

benefits: portable, provides a full-frame background for long shots

downside: not suitable for performances that are hard on floors since the paper will get torn up during the shoot

HIGH END - build a hard cyclorama with lumber and sheetrock like that shown here:
http://www.gearrental.com/pages/stage.htm

benefits - supports any type of shoot including car shots and action, may be repainted to any color for other work

downside: permanent, expensive