The easiest way is to buy a midi shield or breakout from Sparkfun. You may wish to connect it to a different serial port. Use the MIDI library; the new version works with soft serial, thou I havn't tried that (I use a mega, which has 4 hardwired ports).
There are plenty of designs for making your own, but buying the composents could cost you more in the end if you don't have some already. Use a 6N136 optocoupler or equivalent. The ones given in the midi specifications tend to be too slow and unreliable, depending on the make and batch - this may explain the difficulties you read about on various forums.
As usual, the best way to write software is to adapt the examples and the numerous applications you can find on the web. Mine's on www.music.chrblee.net