Classic Rube Goldberg mechanisms perform very mundane tasks using excessively complicated methods. Your first step is to decide what end-result you need to accomplish. For example, squeezing toothpaste onto a toothbrush, or watering a plant.
Ever seen a record player?
Pneumatics = gas (usually air); Hydraulics = liquid (usually oil).
Pneumatics are vastly easier to implement on a small scale.
Pulleys, gears, belts, motors and such things are available inexpensively from many surplus vendors. Most cities have at least one electronics/industrial surplus store. Of course, there are plenty of online sources, for example:
http://www.allelectronics.com/
http://www.goldmine-elec.com/
http://www.herbach.com/
http://www.surpluscenter.com/
Just Google
http://www.google.com/search?q="basic+electricity"" are a whole 'nother beast. If you don't know basic electricity, don't even think about tubes.
Write out your ideas in outline form. I find it is easier to keep track of what I want to do.
(I use my Palm PDA, keeping it sync'd with my work and home PCs, so my idea/project outlines are always handy, and up to date.)
If your teacher isn't helping, consult a different teacher.