I made the outline in Illustrator, printed it out in parts on multiple sheets and lightly glued it to the wood. The Black & Decker jigsaw I have has an interesting feature where the blade comes out of the thing every thirty seconds, so cutting was time consuming. The real challenge was the 'a'-hole (heh) and the top notch on the 'E', but I just drilled and then Dremelled those out. I used glossy black paint and didn't waiting long enough between coats, but the thing is high enough on the wall that you can't really tell.
The only other thing that annoys me is the fact that the letters are ever so slightly out of line, so the sign sits a little crooked on top of the window, but the italics and position help hide that as well.