Jordan - go to the "BLACK ARTS" section of this board. A thorough reading should answer most of your questions and provide links to most of the - proven - easily built rig schematics out there.
If your skill level is low but you have money to burn, an old factory-built rig might be the better choice. UHF35's concerns are valid but there are some exceptions. Back in the early 90s ICOM introduced the IC-735. It was advertised as being engineered and built to withstand hour-long keydown periods. Many ops like Anteater Radio used these rigs and - yes - they proved to be quite robust and would withstand that kind of service. Also, old tube rigs usually will hold up well - if - you don't attempt to use them at full power (treat those old transformers well!). Hamfests and ebay are the obvious places to look for old rigs. And if you buy one that hasn't been recapped, then by all means, build on your confidence and skill level by recapping it.
I agree with UHF35 that building is definitely easier, but only for builders. If you have little building experience, it might take you several years to work up to the skill level required. Soldering something together is easy. Debugging that homebrewed gaggle of non-working components usually isn't Whatever way you decide to proceed, I suggest that you start studying. You'll never learn what you need to know from reading posts. This is an ART and must be PRACTICED to become proficient. Crack those books...
I absolutely agree, ff.
Jordan, to start: go to "black arts." Learns basic electronics and components; safety; how to interpretate the schemes; etc. Then ask to Google by, example, the Radio Diablo Shortwave Transmitters (does not mean that you will necessarily use it to transmit, but you have to start building something, and better be something cheaply if something goes wrong the first few times.) Years ago, I begun with these "arts" with the R. Diablo 3 watts IRF520 MOSFET transmitter without major issues, not more than get T50-2 toroids and to adapt some transformers to audio modulation.
Another similar are "Corsette." The "Corsair", "Commando" and "Grenade" are more difficult.
Then ask how to build toroidal core transformers (in order to match impedance between stages) CORRECTLY; how to soldering; how to estimate transmitter power based on levels of voltage; how to make filters, how to build wire dipoles and line adapters, etc.
From zero, it's a long way, but you will walk by an fantastic and amazing road.
You have an enormously advantage: languaje and country. When I began, 15 years ago, I knew a little English (the languaje of the majority of technical papers authors), and also, in south america was some difficult to get some exotic (for here) RF parts.
Good luck!