I am not sure if any of the guys here have made it (besides me). It would certainly be favourable to have some experience with electronics just in case you put it all together and something isn't working correctly. Otherwise faults could be quite hard to track down. However, electronics is a fantastic hobby and sometimes it's great to jump right into the deep end to start learning.
As for parts, you can go to Jaycar for most things.
For the RGB LED's - you can get 50 of them on ebay for about $5 (or 10 of them for $3) heres the link:http://www.ebay.com.au/itm/50-pcs-PLCC-6-5050-SMT-SMD-3-CHIPS-RGB-1500mcd-LED-Llight-Lamp-Red-Blue-Green-/170751444881?pt=AU_Car_Parts_Accessories&hash=item27c1944791#ht_3481wt_1180
The microcontroller you can get direct from microchip.com:http://www.microchip.com/wwwproducts/Devices.aspx?dDocName=en010305
The one you want is the PDIP (this means it is in a package that has the legs that go through the circuit board and solder on the other side) the other versions are smaller and require a special circuit board to colder on to.
You may even be able to get a free sample from microchip (just scroll down on that page and it has the option to buy or sample - the buy button is green, the sample button is orange.)
Send me a PM with your address and I'll send you a hall effect sensor.