What If We Built an Artificial Planet?

What if, someday, we decided that the usefulness of our planet had run its course, and humans needed to scour space to find somewhere new to live? But, instead of finding a potentially habitable Earth-like exoplanet light years away, we built our own artificial world in our own Solar System?

What kind of technology would we need to manufacture a new planet? Where would we find enough raw materials for our future world?