I think it's awesome that you're interested in making a "NES synthesizer", and I hope I can be of help to you.
01) Learn everything you can about the NES microprocessor, "Ricoh", the 2A03 microprocessor, as it controlled the NES programmable sound generators.
02) Take a look at the 20A3 synthesizer. It's software, but if the creator has done his homework he'd have some information for you regarding the NES soundchip -- otherwise he couldn't really create an accurate emulation.
03) Visit the Parodius NES page, as there is a really good collection of technical documents about the sound on the NES, as well as software tools designed for development (in other words, you could use them for basic sound tests).
04) Visit the HardNES web page. It's a project where a guy pulled the NES soundchip out of a NES and created a hardware NSF player (NSF files are the software "rips" of audio instructions from NES ROMs/games). If you can get this guy to provide you with some information he'll be your number one help, as he really hasn't done anything much more different than what you're interested in doing.
05) Visit the Famitracker page. It's the homepage for a Windows-based NSF/NES song composing program. It's able to output files in the NSF format for playback on actual NES hardware, so the creator has a deep understanding of NES hardware and how sound works on it. To my knowledge the creator has been involved in the NES development scene for nearly ten years, and he'd be able to provide you with a plethora of information. This guy is easy competition for your "number one help" spot.
06) The Japanese NES (AKA: The Famicom) had the ability to allow cartridges to expand the sound capabilities of the NES. For example, Castlevania III on the Famicom has a much better soundtrack than it does on the NES. Many Konami games used this option, and so did the Famicom Disk System, a device that played NES games on floppy, and had extended sound capability options for any floppy-drive based game. I have two such devices gathering dust. If you're serious about making a NES synthesizer, I'd be interested in one as well, and I'd be willing to provide funds for the construction of mine -- as well as both my Famicom Disk Systems to utilize their sound expansion chips (one for yours, one for mine).
07) Side-thought: You may want to consider putting a couple NES soundchips in to such a synth, you know, for increased polyphony and sound.
If you don't know anything about programming in ASM or PIC-controller devices, or putting together your own digital instruments, you'll have to learn all that stuff first. Additionally, you can kiss goodbye any dreams about using dedicated knobs for altering sound, as there are too many parameters so you'll have to use an LCD and a couple knobs (like the Roland JX-3P without the PG-200 or the Sequential Circuits Six Track).