I am looking for any good reference or resources for constructing a card index

The most recent one, which is fairly popular, is Daniel Madison's Advocate, which is over at Ellusionist. I haven't seen it, but I've been told that you're taught how to make a simple, practical index out of a card box.

LL Publishing have an ebook called Bob Wagners Master Notebook of magic for $16.95 vich contains detailed instructions to create his fast draw index, plus some routines using it (plus much more magic of course).
link: http://llepub.com/index.php?main_page=pr......ts_id=44

Trickshop.com has a pdf, Card Source card index, that contains artwork and Construction instructions for a card index. it costs $7.95
link: http://trickshop.com/cardsource-card-index.html

There are also premade indexes available from dealers but I have not seen any information about them.

Regards
Mikael Johansson
Sweden

Not sure why do you want to build it, but Bazar de Magia index is already made on thin plastic, very small came 2 per package and it is very inexpensive

Don't forget - you can use double faced cards, to make stack even thinner!

Absolutely! That can take 26 cards out of the equation. When you produce the correct card from your pocket, the other side isn't usually questioned.