Building add-on devices for your CPC is actually surprisingly easy. These pages cover the theory of building these devices and attaching them to your trusty CPC.
If you haven't built anything electronic before, you might find the soldering tips page useful. For a first project, something like a joystick splitter would be good.
Before you actually build anything using these guidelines, please read the disclaimer.
If you're stuck for ideas, here are a few projects that I think would be cool, but I don't have time to do myself:
Please note the joystick splitter project here is not in any way related to the joystick splitter project in an old issue of Amstrad Action. Or indeed to anyone else's hardware projects. Ever. Except for the explanation of connector terminology, which was inspired by (Not copied from. Honestly! Call your lawyer off!) a bit of that article. Sadly, this means that if there's something wrong with the design, it's my fault.
The section on the expansion port is under construction at the moment, and is likely to remain so until after Easter, when I will have access to both my CPC and my friend's book on the Z80 chip. There's a bit of data there, though (stuff that I can remember off the top of my head, or find in the Firmware Guide).
One other thing: The names of active low signals are conventionally written with a line over them. I can't think of a good way of doing this in HTML. Instead, I've marked them with an asterisk.