First step is locating a "home" for your play set. I wanted the set to be portable and contain itself so I opted for this wooden, 8x10" box that is approximately 2" deep from Michael's. The standard price of the box is $20, but if you are lucky enough to score a 40% off coupon, you can make a nice dent in the total price like I did. I love the natural color of the wood, so I decided to leave it as is on the outside, although creative minds can certainly have a field day decorating the outside of the box, perhaps personalizing it with a name. Staining the box is also another option that I considered.
The next step is determining what pieces you would like to include. I wanted to start out with some basics and then add to it over time, using the addition of extra pieces to serve as an opportunity for some mom and kiddo crafting time. I started out with a plain wood horse, wood furniture knobs (left over from an Ikea purchase, but also available at your local hardwood store), and some scenery. Now I could have hand-painted the scenery, but this full time working mama knew getting around to that would probably result in an unfinished project, so I opted to pick up some pre-painted wood cut outs from the craft store.
If you're not the crafty type, no worries, I will be selling these sets (and similar sets) here.