If you want to build your own, it would be best to start with a kit, where someone else has already developed a crossover to properly work with specific combinations of drivers. Do a search on "DIY loudspeaker kits" and you will find a ton of companies who provide kits.
here is my old bookshelf speakers. but i sold them a year ago. i was pretty happy with them :)
There was a professor at Georgia Tech (Dr. Leach) who was renowned for his speaker designs. I knew several people that made them--and they were amazing.
Instructions for building them can be found here
I use beyerdynamic headphones :)
As Chris said alot of R&D goes into speaker design.I met a guy who made his own very large speakers,he had Tube Amps.He taught me a little about how to get good sound wt. what I had.I upgraded my Amp.good wire spikes on my floor speakers.
I remember watching Bladerunner at his house wt those big speakers he built.He was def. one of those Brainy geek types.He bought a couple books & read them took the tests & became a Microsoft systems engineer,moved fr. the Islands never saw him again.
I've been carrying around a Radio Shack How to Build Your Own Speakers book for 35 years. Maybe one day just for giggles but it makes sense the companies with deep pockets make better sounding speakers than the garage tech.