I know you want to jump into the deep end of the pool to the exclusion of suggestions like mine, but I would suggest starting with at least one simple pickup first. That way you can get a grip on the basic construction process, see what works and what doesn't, and then try your dream pickups.
But, hey, feel free to zip straight to your p'ups, if that's what you want to do.
Here are some
kits, but they're only for guitar pickups. Kinda handy in the sense that everything's there for you. Not handy in the sense that they're guitar pickups. Still, a place to consider beginning, especially if you have a cheapo guitar to fool around with. (Think about how well your future custom pickup business will be if you are versatile enough to make guitar pickups as well as bass pickups!

)
They also have winding wire and some other supplies
here.
If you want to go balls to the wall, there is also a pickup winder
here.
There are also two books on pickups
here. Remember, a lot of the principles of guitar pickup winding apply to bass pickups - any and all information you can get will probably help you!
Heck, all of the links I'm giving you are coming off
here, so why not just peruse at your leisure?
Now
I'm starting to want to build some fancy picukps...