Sheldon was a great source of info for me as well as invaluable help on LFGSS/Bike Forums.
I enjoyed building my U09 up and learnt a great deal about fixed bikes. The French system can be very unique - mine does have a French threaded BB but the guy at the local bike shop managed to get a Sugino 103 BB into it, don't ask me how but it's secure! As for parts I am using original seatpost, stem & handlebars (flipped & chopped) but modernised with new hubs/wheels (Formula on Mavic rims from Wheel & Sprocket) and Sugino Messenger Crank/BB (Hubjub) as I planned to move them to an upgraded frame when I got one. The front brake is new Tektro as when the 700c wheels went on the old brakes didn't fit as original wheels were bigger. Chainline seems ok, back forks are 120mm and Sugino parts are meant to give 42mm but it's off very slightly - nothing noticeable though when riding.
Like I say it's been fun but to be honest if I'd fully known about French measurements before picking my frame up I would've stuck with a frame that has English BB/regular sizing as it gives you some wider options, I've just picked up two with Reynolds 531 tubing for my next builds - an 80's Raleigh Competition and 70's Gazelle Champion Mondial (found a frame in a store that hasn't even been asembled/ridden).
You can build with other parts, I think I read a UN72 Shimano BB can be used by removing the cups and using Phil Wood French Cups (look on Bike Forums as there's a big post on it). Plus vintage BB, cranks, etc do turn up on eaby.
Good luck with the build, if you have further specific question post them up. Also use Photobucket to host pics for display here.