Mark Wilson's Complete Course is really the book to start with if you don't have a background in magic. Along with a lot of great magic, there are some make at home props and some stage illusions. For the price, you can't go wrong.
From there there are four options.
One is the least expensive route. You can pick up the "Victory Carton llusions" by U.F. Grant for around $10 and learn to make illusions out of cardboard boxes. However, my advice would be to get the "Illusion" books by Andrew Mayne - IllusionTech, IllusionFX, Illusion Book and Secret Illusion Show. Those books range from $9 to $26 to $45.
The second option is to get the actual plans from Osborne Illusion Systems. You can get books of plans, electronic plans and full sets of plans. The plans run from $27.50 to $30 per illusion. Start with the How to Build Your Own Illusions Book 1 if you don't know basic woodworking skills.
The third option is to do the deep dive and buy a lot of books that explain the principles and workings of illusions. Here is a partial list:
Osborne How to Build Your Own Illusions Book 1 (and probably 2 thorugh 4)
Professional Illusion Building for the Home Craftsman by Dick Gustafson
Rand Woodbury's Illusionworks Series (1 through 4) (there also are two DVD sets)
Steinmeyer's Device and Illusion
Steinmeyer's Conjuring Anthology (a variety of parlor, close up and stage effects)
Steinmeyer's Technique and Understanding
Steinmeyer's The Complete Jarrett
Steinmeyer's Modern Art and Other Mysteries
And if you have a really big budget:
The Carl Owen Book Keep the Wheels Turning (around $250)
Hull's Encyclopedia of Illusions (Around $500)
The fourth option is to get a subscripton to Genii which gives you access to past issues electronically. Jim Steinmyer currently has a Conjuring column (which mostly has been parlor rather than stage illusion), Jack Gaughn has a column on historical magical effects and Paul Osborne had a column for a number of years where he provided illusion plans. Plus, you get a whole lot of other magic as part of the deal.