My wife and I are in the very final stages of designing and building our house by ourselves. We're down to miscellaneous trim work, painting, and a little tiling. It is a log home we built from a kit. Because of that, we didn't need an architect - my wife designed the house using some software I bought her, and the log home company generated the blueprints and put together the kit. It included virtually everything to get the house dried in. Quite literally, almost the only thing we had to buy to get started was nails. Neither of us ever worked in any building trade; we're just very experienced DIYers.
Because we were more concerned with having the house be exactly what we wanted rather than the total cost, we didn't do much cost estimating or shopping around. If the wife wanted things like handmade wrought iron railings of her own design and a circular staircase not originally in the plans, she got them. Nor did we bother with competitive bids for the little work we subcontracted out (foundation, HVAC, and metal roof). Living in an area where homeowners can do just about everything themselves (subject to the same codes and inspections as the pros), that's what we did. Having owned nine previous houses, we have quite a bit of experience in electrical, plumbing, framing, flooring, etc., etc. We chose the few subs based on recommendations from contractors who are personal friends.
While it worked out for us, I don't recommend that the average non-professional build their house as we did. It is NOT an easy thing for just anybody to do. I was retired and my wife didn't work, so we had all the time in the world and essentially no day-to-day schedule. We had no children at home to worry about. We lived in our RV on the property the whole time so there were no additional living expenses or concerns about theft or vandalism. We had no debt whatsoever. Not counting time spent working with Habitat for Humanity, we had 35 years of DIY remodeling and construction experience. We already owned virtually all the tools we needed. And the budget wasn't a concern.
Are we glad we did it? Absolutely. Is the house perfect? No, of course not, but neither are the shoddy McMansions going up these days. Would we do it again? Yes, but we'd start a lot younger than we did.