Find a good step-by-step plan for making a sleigh bed, and start the process of securing the essential components before you start to work. Whether you need zinc-plated knockdown bed fasteners or prefabricated molding or rosettes, securing sources before you start makes sense. Take time as well to measure the room in which the bed will be set up and determine what size will work best.
The Fine Woodworking website offers detailed instructions and sleigh bed plans, among other sources like books of do-it-yourself projects available at hardware stores. Purchase all your essential materials and take stock to ensure you have all the tools required for this job. Examples of necessary tools are a jigsaw for curving the end posts, a router for grooves and a band saw for straight lines.
Begin to build using medium-density fiberboard for the bed's base and hardwood like maple, oak or cherry for the headboard and footboard. Draw out a pattern for the sleighlike curves and then use a jigsaw to create them. Connect the headboard and footboard with braces, then add wood screws to ensure the structure will stay secure. Stain the wood to put the finishing touches on your project. Once it is dry, add a mattress and bedding to complete the job.