I've written up a pretty extensive wiki with instructions on how to compile your own kernel. This is outside the scope of a build system like bitbake/OE/poky. This is for users interested in kernel-hacking, users who want to integrate external devices with BUG and need drivers. The example I used is for users who want to use a webcam with BUG. Have a look, and remember, it's a wiki. Feel free to edit!