Ha. And I thought it was going to be hard.
I won't lie: KDE is really complex. Waiting for it to compile would be boring if I had nothing else to do. But it was not really hard.
Resume: First thing I did was to clean my spare 3gig partition that I use to compile big things. Then I mounted it in /opt. Unpackaged qt there, compiled, ready; I can run designer even before the compile finished. Noticed that I had compiled it with the stock g++ of Debian testing.
Installed cvsup. Configured as indicated on the howto. arts didn't download at all. I was using KDE_3_1_1_RELEASE or something like that as tag. arts doesn't exist that way. Downloaded apart, using ARTS_1_1_BRANCH. Lost patience. Downloaded again kde-common, kdebase, kdelibs with KDE_3_1_BRANCH tag.
Recompiled qt after doing an 'alias g++=g++-3.2". It works, I can't say anything about secondary effects. Meanwhile, KDE refuses to preconfigure with 'make -f Makefile.cvs'. Resolved after linking ../kde-common/admin, just as says the howto.
Some hours later everything is compiled. Hacking together a .xsession finally KDE3 runs fine. But not without scaring me a couple times (that mean thing :)). To make it finally work, the .xsession ended like that:
Probably one of this days I'll use HEAD tags...
Edit: added br tags