Welcome to PPRuNe Fearenside,
There is certainly history of self design, self build, self train, though my understanding is that once you value your time in such an effort, you may not save much getting airborne. Consider the value of an hour of your time, then plan your project - what's the budgeted cost? As you have considered, where do you fly, and how do you get the aircraft there?
As for instruction, purchase competent flying instruction relevant to what you will fly. If you hurt yourself for lack of instruction, it was not worth the saving of money. I say this as a very experienced pilot, now entering month four of recovery from an accident in which I could not prevent the pilot's error. Can you imagine what I would have been willing to invest in my life to not have been injured as the training pilot? Appropriate training is always worth the cost...