You can take a look at Broken's website to see alot of Supergun pics.
They are made up of a handfull of different parts, take a look at the pictures and make your own list.
http://www.sgrepository.com/modules...ame=gallery&file=index&include=view_album.php
If you want to make it for use with the Atomiswave, you will need to find out the jamma pinout, so you can wire up the buttons and so on.
Try reading this thread here:
http://www.neo-geo.com/forums/showthread.php?threadid=64041
Start making a parts list for yourself:
Solder
Soldering Iron
Wire Strippers
Multi-meter
JROK RGB ENCODER
www.jrok.com
4 pin mini din
http://www.proav.de/index.html?http&&&www.proav.de/video/s-video.html
Desoldering Iron
Desoldering Braid
Powerdrill
various drill bits
RCA stereo Jacks
There are some items that you will need to get started.
What its going to take for you to build your own Supergun is some of your own research and practice soldering (if you dont know how to solder).
Learn what the Jamma Pinout is and how it works, its not difficult to understand. There are many different websites which are helpful in building Jamma Test Rigs and Superguns.
There are way too many different ideas and designs out there for finding just one website that tells you everything on how to build a supergun.
Hope this helps, Im sure other people will give you similar input and share more information.