How do you create a custom field type?

The help pages and documentation suggest that the field types can be modified and new ones created using extensible field type classes. Where and how is this done? There seems to little further mention of this topic in the documentation.

For example, I would like to modify the ‘plain number’ field type to remove the comma format. e.g. 1,720 to 1720.

I also want to create a new field type, ‘Post Code’ which has a format ‘aa(n)n maa’.

Thanks.