The Craftster tute goes into more details about prepping the letters, which I got from Joann. I used a box cutter to start taking the front off, and I found that once I started it, I was able to just tear the rest away. I kind of wanted it to look rough (I even tore the bottom left of the B and didn't fix it with anything, it's a pretty forgiving project if you don't take it too seriously).
Once I had the front of the letters off, I used them to trace out the map. The B is made from the whole of Oregon and the J is made up of the Portland area (it was a double sided map with cities on one side, the whole state on the other). I used Mod Podge to glue them in there.
I purchased these lights from Target for under $13 (I used one string for both letters, I had 2 light socket spots left over, but only one light since I busted one of the bulbs twisting it too tightly), making the whole project under $20.
Now, here is where I tell you to be careful when you're stringing the lights together letter to letter, the first time I did it I made it a BJ and that was just frustrating. Also, if you take more time to cut off the excess paper before trying to screw the lights in, you won't accidentally break a light trying to get that sucker in there.
The way I cut holes for the lights was to use one of my Leatherman's poker tools, then shoved a screwdriver in the rest of the way and tore off some of the excess cardboard. High tech! Also I love my Leatherman tool, if he was a real man I would have run away with him when I was a teenager.