The video is a little hard to follow but this shows they build them the same way a tower crane goes up....the tower assembles itself a section at a time.
http://www.youtube.com/watch?v=2KvjwdXA89w
They'll also do them with helicopters lifting 50' sections at a time.
Talked to a guy one time who did work on cell phone towers. He pointed out that any height past 80 feet was irrelevant. Only difference between 80 feet and 1000 feet was how tired you were going to be when you got to the top and how many times you'd get to cuss when you fell down.