So far I've made two different sets, but I'll show my pretty painted ones! These were a birthday gift for my boyfriend (we've been together over six years now-- I wish there was a word for being together instead of bf and gf). Anywho, you don't have to put these together as cubes, you can make them any size to fit your needs.
I was lucky with the wood for these, my dad had a stockpile of extra wood that I could use. Plus, I was able to use his table saw to cut them. Since I wanted mine to me square, you have to account for the extra measurements of the wood. My wood was a half inch thick, so instead of making the sides 14" (I'm guessing, I don't remember the exact measurement), I made them 13". Get me?
I used a woodburner to make grooves in the wood (that's the red part).
I painted them, which was sort of difficult since I was living in a house-turned-apartment with a dog in the spring. There are a few hairs in the paint. Painting the grooves wasn't terribly difficult, I just used small amounts of paint.
Then to made sure that they didn't rack, I secured them using eight L-brackets in the smallest size I could find at Menards. Generally they come in packets with the screws, just make sure your screws aren't longer than the thickness of the board! Once it was assembled I put on another coat of paint for good measure, and to cover the brackets.
What's great about making shelving this way is that they are super-sturdy, can be placed together or separately, made to fit certain objects (such as records). If you made ones that are rectangular, you can rotate them and put a piece of wood in the middle (secured again with brackets to be extra sturdy).
That's my kitty, Caliope, in the picture!