WOAH!
CRAZINESS!
building coils is easy to get the hang of. just a little tedious at first. make sure you start your venture while you still have a spare head or two. nothing like banging your head against the wall during your first attempts while having a nic fit.
first rule with kanger heads. you want contact coils! can't stress this enough! like this...
that will concentrate the heat where you need it... at your wick. this eliminates "hot legs". very important so you don't melt the rubber grommets. smoking rubber isn't fun and is most definitely hazardous.
30Ga kanthal is probably the best place to start on a kanger head. i'm still kicking myself because i don't have any yet, but i've done well with 32Ga and 28Ga thus far. rumor has it, some folks simply can't get 28Ga to cut the mustard either at all or for quite some time. it's a tight fit and runs the risk of not working without exacting placement and coil contact.
i recommend getting all 3 sizes so you can find your preferred build on the kanger heads. for ease of use and preference purposes. if you don't have a device that measures resistance (Ω) you can find build specs to get you in the ball park. just use the diameter of your winding device, the gauge of your kanthal and the number of winds. you'll be close regardless.
cotton works great. just be sure to saturate it with a couple drips of juice before you put the tank back together and give it a couple minutes to soak in. if you get a cottony taste still, remove the wick and try another one a little looser. if you get flooding often, remove the wick and try something a little thicker/tighter. you'll need to get a hang of how much cotton to use so don't leave the house until you've made sure your wick is ideal.
the link fogging_katrider posted is a good start to get a general idea, but personally i think will produce mixed results due to the coils not being close enough to one another. some builds will work fine while others might produce a rubber taste from the legs burning the grommets. it's a good read to get someone in the right direction as far as familiarization with the building process, items needed, etc..
vicshalls' link, i suggest going through the whole thread. i posted some links and vids in there. i suggest reading through them as well. things i found immensely helpful to me and apparently others did too. i like to get straight to what works without the BS. that's also what i like to share. though this is getting rather lengthy.
another post that should take some of the stigma out, i'd like to share...
http://www.e-cigarette-forum.com/forum/clearomizers/499819-help-kanger-protank-ii.html#post11501436
i think i'm going to put together a couple blog posts specific to kanger heads shortly. typing all the time is getting monotonous.
sending good vibes for you on your journey. good luck.