Here's an interesting narrative of a guy building a slipform house practically all by himself. This is still my favorite form of self-building although it looks like so much work. He also plans to build a masonry stove. That's what I want too.

I would like to build a large probably brick masonry stove in the center and use it also to be the central support of the roof. This is most likely against building codes, but the brick never gets warmer than you can touch, and you would keep the wood beams at least a couple of feet from the actual chimney.

This website also has an interesting article about building if you don't have much money.