The only time I remember anyone actually building their lightsaber is in The Young Jedi Knights series, specifically--get ready for it now--the book titled 'Lightsabers'. It's about Jacen, Jaina, Tenel Ka, and Lowie building their lightsabers, and then Tenel Ka gets her arm cut off in an accident.
It's been years since I've read the book, but I don't remember any of them using the Force to put the thing together. The Force guided them, pointed them toward what they should make their sabers out of, but they did the actual building by hand. It was supposed to strengthen their bond with it, make them understand that the importance of what they were building--and it's a lesson Tenel Ka learns the hard way.
Many of the books talked about how the new Jedi built their sabers, but I don't recall any scenes actually describing the event. 'Lightsabers' is the only one I know of, and honestly, I think it's better than what they did in the Clone Wars show. A lightsaber is supposed to be something personal to the user. There's a reason Anakin says, "Not again. Obi-Wan is gonna kill me" when his gets destroyed. Not touching the thing with your hands, not feeling it slowly take shape and come to life as you place the pieces, cheapens its construction.
I also think it's a poor way for the writers to say, "Look how strong this person is with the Force! Isn't this awesome?" Yeah, it looks cool and whatnot, and I suppose if you've built enough lightsabers in your life you can test yourself by only doing it with the Force, but still...It's like how Yoda walks around with a cane. We've seen that, using the Force, he doesn't need it, but he still choose to use the cane because the Force is something to be respected, not a shortcut or something to constantly lean on.
