I love the idea of building from the ground up! That is absolutely the kind of thing I'm into. Some things I would recommend:
1. Find something you want to do, not what your horse is good at! Some people like the rush of barrel racing or jump, but that is not my cup of tea! I prefer to feel the power and intelegence of a reiner.
2. Get yourself some lessons! I don't care how advanced your flat work is or how good you are or how easy it looks. I see it all the time, people ruining good horses trying to "train" them or even asking the horse to do things they already know. Not to mention it can cause injury to the horse, etc. Nothing ticks me off more then to see a good horse get messed up by an ignorant rider.
3. Hook up with a breeder who breeds the kind of horses you want to buy! Don't just buy something of craigslist because she looked sooo cute. This way you have better odds of getting something you want. Just remember your horse can be bred to the 9's for something but it doesn't mean they will be good at it!! You know your foal will be off to a good start (ground work wise) and the breeder should be able to tell you about their potential.