I haven't checked yet but there are probably a number of places on the Internet to find instructions on how to build a pulse jet rocket. I stumbled onto this Research Media & Cybernetics web site one day with this one about soldering together copper pipe fittings.

While at the BTC Fab Lab last night I saw the new MIG welder that hasn't been uncrated yet. This would be a fun project to build sometime but built properly with steel and welded together.