Most of plans you see for shelving are a lot more complicated than they have to be. You don't need fancy tools or tricky joints; a sturdy, good-looking unit of almost any size can be put together in about an hour with simple butt joints, glue, screws and nails.
The main case can be made from plywood, particleboard or pine, but pine is simplest and you can buy it in the right width for any use: 1" x 6" for small books and knickknacks, or 1" x 12" for large books and magazines.
Cut and assemble the four pieces for the case. This is easiest if you buil build the case flat on a floor. To speed things, use a bit that drills and countersinks for the screws (1 3/4" No. 8) all at once.
The case will be flimsy until you put on the back. To do that, cut a piece of hardboard to the outside dimensions of the case. Flip the case onto its face, apply glue to its edges and nail on the back, using four-penny finishing nails. Be sure the case is square as you nail the back down. Once it's in place it will lock the case firmly into a solid unit.
If you don't want adjustability, you can screw your shelves in place. Nailing and gluing the back to these shelves will increase their strength.
Adjustable shelves are less strong but more convenient. To support them, use bracket pin supports available at most well-stocked hardware stores. They slip into 1/4" holes drilled 1/2" into the sides. Space these holes two inches apart, using a guide-stick. Drill a series of accurately spaced holes through a piece of scrap wood as long as your case is high (inside dimension), then drill your bracket holes through these guide holes.
For finishing, semigloss enamel hides a lot of small defects that would glare at you through a clear finish. Sand the entire unit lightly with No. 220 paper, rounding all corners slightly: Sharp corners tend to splinter and wear, and don't hold a finish very well.
Brush on a coat of oil-base primer, sand lightly again, then a coat of enamel. That may do the job, but you'll get a smoother finish with two or more coats, sanded lightly between coats. Take time to do a good finish -- it's the secret to a professional-looking job.