Anybody build a house?

yes - I built my home and several commercial buildings. It seems you're thinking (talking as if) you'd be the GC...don't do that...one thing you'll have to do to do it right in the long run is to spend money on experts. Unless you have experience and knowledge, you're going to cause yourself big problems and you will not save money.

First, go to the local zoning office (building permits) and meet with them to determine building rights and building envelope. There might be certain restrictions on where you can build and what you can build,

Second, Establish a budget that includes a 10% contingency line item for overruns and unforeseen costs (you will have them) research the internet for types and features of a home you'd like to have develop and much information and wish list as you can, then Hire an architect to develop full construction plans...site plan, structural, mechanical, electrical, etc. This will take close to a year and cost about 10% of the project.

Third, take the plans and get 3-5 bids from custom home builders that you've interviewed and check references. A GC is only as good as it's subs. Don't go cheap...go with someone that has good ideas and been around a long time and has the financial backing to finish the job. The GC (should have long-term trusted relationships with many subcontractors) will pull the permits and handle everything including utilities - from signing an agreement with the GC to move in date will take about another year... If you're getting a loan, the bank will fund construction payments in "Draws" to you/GC as the homes is built. the bank might want an appraisal value done for the finished project. once construction is done and you and the bank are salified, your loan will convert to a standard mortgage under the established agreement.

If you want to get involved in the construction...go each evening with a trash bag and pick up the trash the workers leave each day...ha ha - have fun and good luck...

Built 4 Homes in the Philippines, One on beach front plus have a Farm with some builds on it. Instead of going all full metal show..... Here are the 2 newest ones built side by side. Blacked out area is blocking my Wifey. Privacy concerns.

We built a house from scratch in suburbia a number of years ago. Really good experience. A bit expensive due to our area and our chosen finishes, but no regrets. We built a custom home using modular construction and it turned out well.

It's probably stating the obvious, but make sure you have all building quotes and all the permit requirements and the design and the financing all done before spending any money on running electric, grading, etc. Although you say there's no zoning in your location, I agree with @Bikerider to visit the town building office first to make absolutely sure there are no hidden requirements.

One little detail we're very glad to have included in our house was hot water recirculation. The shower and tap water is hot within a couple seconds of turning the faucet. Saves water and time.