You'd definitely want to do some research into the safety factors when dealing with microwaves.. A maser is a concentrated heat source, so I'd imagine it would be a lot like handling CO[sub]2[/sub] lasers.
I believe to start you'd need a waveguide to create a cavity (not really hard to find since they're used with telecommunications gear a lot) and some reflective surfaces of some kind. Masers work on the same principles as lasers, so you'd need to find some data on materials that offer total and near total reflectivity at whatever frequency you want to work with.
I have no firsthand experience to base this on, but I'd have to say that the actual construction of a practical maser would be daunting to say the least, and probably best left to the members of a university physics department or LLNL..
