If you're trying to build CM from official source, CM's wiki has quite the resource for that, teaches you step by step from setting up your Linux environment to making the final bacon. I haven't built other ROMs yet, but steps should be similar.
Sent from Google Nexus 4 @ CM11
Google Nexus 4 (CM11 Nightly)
Sony Xperia SP (CM11 Nightly)
Google Nexus 7 (2013, WiFi) (CM11 Nightly)
Samsung Galaxy Gear (Null_ Build 23)
HTC Incredible S (CM11 Unofficial
Nokia N97-1 (RM-505 22.0.110 Pre-Hacked)
Multi-core smartphones are like M&Ms:
They don't melt on the store shelf... Just in your hands.