Step 1: Make your wood cuts. I used my Kreg Rip-Cut and circular saw to make my plywood cuts. Then I used my miter saw for the rest of the cuts.
2 - 4" x 4" at 53 1/4" (head board posts)
1 - 1/2" plywood cut at 26 3/4" x 60" (head board)
2 - 1" x 4" at 60" (head board trim)
4 - 1" x 3" at 19 3/4" (head board trim)
1 - 2" x 12" at 60" (head board support)
2 - 1" x 6" at 69" (head board and foot board toppers)
2 - 4" x 4" at 21" (foot board posts)
1 - 1/2" plywood cut at 17" x 60" (foot board)
2 - 1" x 3" at 60" (foot board trim)
4 - 1" x 3" at 12" (foot board trim)
2 - 2" x 4" at 82 1/2" (frame sides)
6 - 2" x 4" at 57" (frame cross boards)
2 - 1" x 12" at 79" (side rails)

Step 2: Using a Kreg Jig drill pocket holes on the two end sides and the top of your head board.
Step 3: Using the pre-drilled pocket holes, attach the plywood to the posts.

Step 4: Using wood glue and 1" finishing nails, attach the trim.

Step 5: Using the pre-drilled pocket holes, attach the topper to the plywood. Using countersunk screws, attach the topper to the posts.

I thought I was happy with the head board at this point, but I later decided that I wanted to add a support to better hold the frame. So, I am skipping forward in my pictures for this step. You can skip this next step if you already have a bed frame.
Step 6: Using a Kreg Jig drill pocket holes on the two end sides of the head board support. Attach the board to the posts.

Repeat steps 2 - 5 for the foot board.

Step 7: Fill any holes with wood filler and sand it.
Step 8: Stain or paint the head and foot boards.
Step 9: Build the bed frame or attach a pre-made frame to the header and footer. Using a Kreg Jig drill pocket holes attach the 57" long 2x4s to the longer 2x4s.

Step 10: Attach the frame to the headboard support and posts using pocket holes and countersunk screws.
Step 11: Using countersunk screws, attach the frame to the foot board posts.

Step 12: Using countersunk screws, attach the side rails to the frame.

Step 13: Sleep well on your new bed!

Now, I just need to figure out the colors I want for my walls, bedding, and window treatments. Any suggestions?