So you're getting owned, either by the game or by other players, and you want to make a build. But you don't know where to begin. And if you were to go to the forums right now, you wouldn't even know how to ask for advice. Here's the thing: there is a practically infinite number of different possible builds in Dark Souls, and each won't be suited to everyone's play style--you do know what your play style is, right? Right? So before you ask someone else to create your own build for you (and trust me, creating him is half the fun!), read this beginner's guide to making your own build.
Compiled below is a list of steps to take to make your own personalized, ideal build. But, before you do any of this, you should probably play the game more. In order to make your build you need to know a few things about your play style, and if you haven't played enough you just won't know what you want. You know, figure out what your play style is; turtle, caster, tank, nimble, aggressive, dual wielding, crafty... Experiment with everything, every weapon and armor, rings, spells, etc. Screw up a few characters, learn from your mistakes. Then, once you know what you like, what you don't, what you've done wrong, and how you want to do it right, you're ready to create your build.
One last thing before I get to the steps, I just want to define what a build is, more specifically: a build is a character planned around a purpose, with pre-determined stats and equipment, in order to maximize your effectiveness at that purpose. So, a build is not that character you started out with, it's not the one you experimented with, and it's not a half-assed dex-tank-int-fth hybrid. A build is planned, it's efficient, and most of all, it's your own--because everyone plays differently.
Decide what the main purpose of your build will be. PvE, Co-Op, or PvP? This will seriously impact the rest of your build. For example: if you're planning on doing co-op, you could opt for healing spells, wielding a shield, and being a tank; but if you're doing PvP you may want to be agile and aggressive, definitely forgoing healing and turtling. Your purpose will affect your parameters (step 3).
Decide what SL you want to be. If you want to do "official" PvP, then you want to be at SL120. But you can make your build any level you want. Before you go any further in making your build, though, you need to know what SL you want it to end up at. A good idea, is to decide which area of the game you want to focus on. Knowing if you want to co-op or invade in the first areas of the game, in the later areas, or a bit of everywhere, is a good place to start when deciding which SL to be. Keep this in mind, though: the lower your level (within reason; there aren't that many <SL10 low-level runners out there...) the more online interactions you'll get. So if you hate waiting to get summoned or to invade, aim for a lower level, and aim for an area appropriate for your level (see: Guide to Co-op play page).
Figure out, precisely, what you want to use. If you're serious about making a build, you need to decide, beforehand, on these things specifically:
Use the wiki to find out what your desired weapons' equip stats are, their weight, and the weight of your desired armor, as well as the casting requirements of spells. This information will come in handy in the following step.
Plan your stats around the parameters you chose:
Strength, Dexterity: Use your weapons' stat requirements to figure out how much Str and Dex you need (it is uncommon to base your Str and Dex stats around a shield; instead, if you plan on using one, pick a shield that will fall under your weapon's stat requirements. But keep in mind this is your build, you can make it how you want!). If you plan on going an elemental upgrade path for your weapons, then don't raise your Str or Dex higher. If you plan on taking advantage of stat scaling on the regular upgrade path, you may raise them higher, up to a recommended maximum of 40.
Attunement, Intelligence, Faith: If you decided to use spells, figure out how many slots you want and you'll know how much Att you need. As for Int and/ or Fth (generally you want to pick one of the two, if either--but it's your build!), you can either use the minimum needed to cast the most demanding spell you chose, or you can go higher depending on the catalyst you plan on using (see Catalyst Mag Adj and Talisman Mag Adj pages for further info).
Endurance: For End, you also have two possibilities: either go straight for 40 End, as that will give you the maximum amount of stamina the game allows. Or you can base your End stat around equipment weight. To do this, add up your equipment's total weight (weapons + armor) and raise your End just high enough to be at the desired weight percentage (generally: 25% for fast roll or 50% for medium roll or if you plan on wearing the Dark Wood Grain Ring)--be aware that this could get you over 40 End, but that's not counter-indicated. Also, keep in mind that Havel's Ring, the Ring of Favor and Protection, and the Mask of the Father, can all increase your max equip weight, so you can lower your End requirements by wearing these,
Vitality: Vit is totally arbitrary. Pick a number! You should have picked a target SL already, so whatever points you have left after the above stats have been set, dump into Vit.
Resistance: don't touch.
Useful tool: you can use this site to plan every aspect of your build: http://mugenmonkey.com/darksouls/
And... that's it! You know all your equipment and stats, and you're ready to get started on creating your very own build, like a pro. Time to go out and do it! Now, next time you go to a forum, rather than ask the empty "What is the best build", you'll know how to make your own best build. So, instead, use the forums as a source of inspiration for new builds. Like I said in my introduction, there is practically an infinite number of builds--you can't think of them all. So go out there, start creating, and start getting inspired... Or start experiencing the game more so you can get started on creating your first build, dummy!
Questions? Discuss: http://soulswiki.forumsrpg.com/t1430-character-building-for-dummies?highlight=character+building