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You need to get a 3D printer, or get direct access to one. There are an increasing number of options for getting past this step. You can create your own design from scratch. You can assemble the parts for a preexisting design. You can buy a kit. You can buy an assembled printer. You can even buy a printer that has been assembled, calibrated, and successfully printed something already. You can also find someone who is themselves pursuing one of those options and make friends with them.

Keep in mind that the more you pay for your printer the more likely it is to try to make your life easy. That means that important controls will be pre-configured. It will probably work just fine at first. But over time things will go wrong, or you will want to do more, and it might be harder to get access to the power-user level of control. The more a printer and/or its software tries to do for you the more likely it is to create complex interactions so that you can't change one thing without unknowningly changing other things (if you can change things at all).

To a lesser extent, you can simply use a printing service. However, you will have so little control over what they actually do that it will be nearly impossible to learn, or apply what you know to affect the outcome.

If you already have a printer, or access to one, then you need to get the proper tools and materials for it. If you skimp on this part you will only be able to get good results through luck.

The reason this section is first is that what you do here lays the foundation for everything that follows. If you run into some problem or limitation that seems to have no explanation, it probably means there is a problem in these founding choices. Maybe the printer you chose has motor drivers that are not properly tuned to the stepper motors. Maybe the brand of painter's tape you chose was manufactured to low tolerances so it peels up unpredictably. Maybe the filament you chose has air holes inside or changes diameter each meter. It can sometimes be nearly impossible to prove these sorts of things are the root cause.

This guide will refer to: references

This guide assumes the following: Therefore, this guide will not:

should already be done
XYZ steps/mm set to calculated values
calculator
if that doesn't work config axes
and http://reprap.org/wiki/Triffid_Hunter's_Calibration_Guide#Prerequisites

things to keep in mind
plastic shrinks as it cools down. this should be compensated for by the model, not by the printer
belts and fasteners loosen over time. make sure they're tight and check again if backlash appears later
stepper motors can miss steps if they are commanded to move faster than the power supplied to them allows. when you start printing at faster speeds watch out for missed steps
the shape of the infill can show through on thin perimeters. just increase the number of perimeters to hide it
changing temperatures affects results. watch out for breezes in the area your printer sits

before printing

motor current (correct stepper motor current)
axes (all axes parallel/perpendicular)
bed surface (ensure proper plastic adhesion)
bed level (extruder the same height at all points on bed)
Z home http://reprap.org/wiki/Triffid_Hunter's_Calibration_Guide#Z_height
gross extruder temperature
gross E steps/mm commissioning http://reprap.org/wiki/Triffid_Hunter's_Calibration_Guide#E_steps

now you can print

? 3 known values of height/width ?
layer height (adjust by .01 till beautiful)
extrusion width
precise extruder temperature http://reprap.org/wiki/Triffid_Hunter's_Calibration_Guide#Nozzle_Temperature
precise bed temperature http://reprap.org/wiki/Triffid_Hunter's_Calibration_Guide#Bed_Temperature
precise E steps/mm http://reprap.org/wiki/Triffid_Hunter's_Calibration_Guide#E_Steps_Fine_Tuning
infill (1.0 solid cube)
perimeter width (nesting blocks)
ooze control
bridging
overhang

references

If you're building a printer you designed yourself, awesome.

If you're building a printer someone else designed, good luck ;)

If you're building a kit you purchased, don't be shy about bothering the manufacturer.

If your printer is already fully assembled and ready to go it's still a good idea to skim through here as an educational thing.

General construction General printers Thermoplastic printers Cartesian printers references

I'll fill this in last.

references

This is supposed to be a general guide. Focusing on the general topic will increase value in the following ways: Explain things visually
reference

statement of intent
assumptions
introduction
acquisition
construction
calibration
troubleshooting

Hokay, so. I'm going to start by collecting a bunch of the links I've been keeping track of.

In no particular order (at the moment)