There's lots of tutorials out there for this kind of thing, and looking at other people's project logs (like this submission) is good. I like to use OSHPark to

There's lots of tutorials out there for this kind of thing, and looking at other people's project logs (like this submission) is good. I like to use OSHPark to get my PCBs made, but some people also like ITead Studio. Personally, I rarely simulate stuff if I'm just hacking around unless it's a filter or maybe an amplifier. For that I use either MultiSim (not free) or LTSPICE (free). An oscilloscope is good for debugging stuff like the PWM output to your servos. In general, it's a good tool to have, and you don't need a very expensive one for most applications. If you live near the DeAnza Electronics Flea Market, you can pick one up for probably a $20 bill. Otherwise, there's plenty on eBay. As someone mentioned in another comment, the control theory for a UAV like this is usually just a PID loop or a subset of that. It's nothing fancy, but it works quite well.