Topics covered in this post:

Identifying components
A closer look at Stepper Motors
A closer look at Stepper Drivers
A closer look at Arduino Mega 2560 & Clones
A closer look at Ramps 1.4 Shield
A closer look at Reprap LCD Controller and associated paraphernalia
Wiring
Assembling the Electronics
Setup motor wiring
Micro Stepping
Install Drivers: Powering the ramps shield.
Connect your motors
Connect Limit Switches
Connect Heated Bed
Connect Hot End / Extruder
Software & Firmware…

If your Uno came without GRBL, or you want to start fresh or upgrade to a newer version, here are some upload steps.