The Purl Bee blog. They show you step-by-step, with photos, how to make the yo-yo's and sew them together.
I chose to make larger yo-yo's for my coverlet, about 3 1/2 inches wide using the Jumbo Yo-Yo Maker by Clover. I love their yo-yo makers - they really do make the process super easy! My finished coverlet size is 27 x 45 and consists of 104 yo-yo's. Sounds like a lot doesn't it? It isn't really. You can make them pretty quickly and they don't take much concentration - so you can work on them while chatting or watching TV.
blog post at the Purl Bee mentions being inspired by the quilts of Gees Bend. I just so happen to have the book, The Quilts of Gees Bend, and poured through it for my own inspiration. I was actually inspired by the quilt that is on the book's cover. If you ever get a chance to look through that book, you should - so inspiring - the quilts and the women who made them.
You can find thin, lightweight strips of wood and dowels at most craft stores. I picked this one up at Michaels for under $1. You can find picture hanging hardware at lots of stores. I probably picked these up at Target. I found the package in our junk drawer.
Let me know if you have any questions, and if you decide to make one of your own I'd love to see it!