The basic building blocks of all things are energy packets. The description of these energy packets is called Quantum Physics. Using Einstein's famous E=MC^2, you are able to go from matter to energy and back again, so the creation of all the matter in the Universe could have (and probably did) come from a tremendous out-pouring of energy. The cause of this energy is unknown right now, however there are many good theories proposed about it.
As for things coming from nothing, it happens all the time. These particles are called Virtual Particles. They randomly appear in open space caused by quantum fluctuations, but almost as rapidly disappear again. This virtual particle creation seems to be just a strange property of space/vaccuum itself. It is poorly understood right now, but it hadn't even been hypothesized, much less observed, until very recently.
-edit: corrected spelling errors
This message has been edited by Perdition, 06-08-2004 11:28 PM
"Of course...we all create god in our own image" - Willard Decker, Star Trek: The Motion Picture