Air core inductors, (the dcr will also need to be taken into acount in the design too)
Polypropylene>Mylar>bi-polar elecrolytic caps (and preferably insignificant esr obviously)
L-pads are useful for matching sensitivity
Zobel networks are useful for correcting the impedance rise due to the drivers inductance.
Series notch filters are useful for correcting the impedance peak at resonance (Fs or Fc)
Parallel notch filters are useful for removing peaks in the frequency response of a particular driver.
Also note the effect of series resistance when the impedance of a driver is not flat (uncorrected), since the series resistance basically increases the output impedance of the amplifier (reduces damping factor). Obviously the resistance will create a loss of power, but the effect will be less pronounced where the impedance is larger (since the loss of power will be less in proportion to the power sent to the driver. So, for example in the case of a theoretical tweeter that has a flattish response to, say 20k, but a rising inductance, if you were to add significant series resistance (and not correct the impedance with a zobel network) then it would actually result in a rising frequency. response to 20k)
Proper measurements go a long way, as well as cad to help you optimize the crossover.
This site has a fair bit of info on passive crossovers, a decent google search would likely yield more results too...
http://sound.westhost.com/lr-passive.htm
What do you put them in/on? Well, assuming somewhat complex crossovers (unlike a cap and resistor soldered directly to the driver.....) there is a range, between the more professional people who make their own circuit boards and boxed crossovers, to those who are into cardboard mounted (soldered together with decent wires obviously) crossovers, which is probably right up your alley.
Most people don't built passive crossovers that chance slope with a switch.....
Or you could go active?