There are a number of services out there that can help out. Some people will finish several blades and send them out for heat treat all at the same time. I was going to send out my blades for heat treat, then I decided, "what the heck" and gave it a shot on my own.
If you went with a deep hardening, fairly simple steel like O-1, you would easily be able to do a basic heat treat in your shop/garage. It's fairly easy to work and can heat treat into a very tough blade. That's what I chose to do. If you want to go this route, and you can't afford a true forge or a heat treat oven, you can easily build a one-brick propane forge. Do a search and you'll come up with some info on building this little guy. Works OK for heat treating and even some very light forging. You can perform your quench in a professional quenching oil or even something like canola oil. O-1 is a very forgiving steel and easier to work with than many. Use a magnet to check if you're close to critical temperature (steel will go non-magnetic). Once that happens, soak a bit longer (make sure to move the steel in and out to acheive the most even heating) and then quench. Temper in your kitchen oven or a toaster oven at near 400 degrees for 1-2 hours a couple of times, and you've got yourself a heat treated blade. And you can say, "I did it all myself."
With that being said, the most critical aspect of making a quality knife is the heat treat. A professional operation will give you the best heat treat they know how to give, and make a better overall knife than you can in a propane uncontrolled forge. If I were making knives to sell, I would either invest in or make a heat treat oven, or send out the blades to have done elsewhere. But if you're making knives for yourself and to learn, why not do it yourself in a forge until you can step up to better controlled heating devices (oven, salt pot, temperature controlled forge)?
Hope this helps. I'm all for doing all you can independently. It's all a learning process, and the more I can do myself, the more I learn about the art/science of making a knife. I've just finished building a heat treat oven, and I can't wait to perform some heat treats where I know the precise temperature of the steel and can soak there with confidence. Have fun, and let us know if we can help.
--nathan
