I would suggest starting with this excellent book which has 100+ color photos: http://www.amazon.com/Automatic-Over...0729393&sr=8-4
The following thread covers special tools that really are needed: Need 4L60E tools # Where can i get them?
Figure on $300+ for basic parts + $300 for special tools + $150 for a rebuilt valve body and many hours of your time. Cost will be higher if there are broken parts or you want performance upgrades. Will you save money over having a local shop do a rebuild? Almost certainly not on the first one. And if you make a mistake or overlook something, you will have to remove, rebuild and reinstall the trans again.