This guide should help you build a functioning component, with a complete backend. After reading through this site, you should understand how some of the core classes in Joomla function so that you can employ the best methods for building your own component. A finished, fully installable version of the Daily Message component is available by clicking here. This component tutorial also works for Mambo 4.5 and 4.5.1.

Different people will understand the functionality of Joomla components in different ways. Developers with significant previous PHP experience may wish to start with dailymessage.php (the file generating the frontend display) and admin.dailymessage.php (generates the backend display). Others will want to start with the XML document which maps out every code source, image, and SQL query.

dailymessage.php
admin.dailymessage.php
admin.dailymessage.html.php
dailymessage.class.php
toolbar.dailymessage.php
toolbar.dailymessage.html.php
install.dailymessage.php / uninstall.dailymessage.php
XML file
Download Component (com_dailymessage.zip)
Download PDF version of tutorial (not entirely up to date, refer to .zip file)

Translations:

French
Polish (registration required, file located in Download -> Dokumentacje)

Russian