http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/index.htm and
http://sound.westhost.com/beginners.htm (the former is a must, there are any number of things like the second).
Also
http://www.eevblog.com/ He will not teach you basic electronics from start to finish (that is what the first links are for) but it will cover lots of interesting concepts and practical applications of things and that will make or break you just as much as anything.
"But I don't want to use a prebuilt board, I want to learn how to make my own"
In some ways this is like saying "I do not want to use an existing programming language, I want to make my own" -- it might even teach you a lot but practically speaking it is not all that useful in the modern world.
As Originality said diagrams are things you need to know and given they are the result of things needing to happen they also amount to a good way to learn things.
If you just want a toy one (but one that is far nicer than some of the professional grade stuff when it comes to getting basics done) then
http://fritzing.org/ will start you with a breadboard, allow you to move to a diagram and finally lay it all out on a PCB in the click of a few buttons.
Buy a multimeter, if I suggested a cheap one I would probably get strung up on the nearest lamppost by a passing electrical engineer and it would not be without reason. That said get something. Finally you will have many old/dead devices around the house you can pull apart and have a look at (if you do not have any then wander around the streets or speak to people -- they will have something), you do not have to understand everything that goes but try to figure out what various components are, look up their datasheets, consider how you might improve something (simple things like making an external speaker port on a LCD TV is usually a nice one to start with).
Until you understand what voltage and current truly is and how to recognise when it gets dangerous do not pull apart old CRT TVs/monitors (very slim exception if you have read lots, have someone nearby that knows what to do if someone gets electrocutes (hint - if they say just grab you and move you away they do not know) and want to make a poor man's oscilloscope), do not play with huge mains voltage motors (washing machines and tumbledryers typically house them), do not play with huge transformers, if by some miracle you have a very high voltage device (they tend not to give such things to consumers) do not play with it and learn to recognise large capacitors and avoid them. No doubt you will get a recharge at some point but your first time one that leaves you smiling and not one that leaves you smoking.
There are plenty of things powered by an external transformer which pipes in a sane voltage that are quite safe to play with otherwise.