Howdy,
just thought I'd throw in my 2 cents as well. I built a forge myself, and am very impressed with the results. They arn't alot of work, and it can be alot of fun. Mine is 12" long, 10" diameter steel tube, lined with Koa wool, cut up fire bricks and refractory cement sealing it all together. Common 1" pipe fittings do the trick for the burner, and I used an old tiger torch valve. My pyrometer says it gets up to 2450 degrees without a blower, and I've welded several damascus billets with it. Plans for similar forges are easy to obtain over the web. have a look in the Junkyard archive, most blacksmith pages, and Don Foggs web site. good luck.