I've seen Grand Designs. I enjoy watching it, although the people on it are usually so rich that the project is difficult to relate to.
I remember one show that followed the construction of a hay-bale house for the caretaker of some woods. That was very interesting!
Low budget and very 'Earth friendly'- much more my style.
I don't think I'll build a hay-bale house, but I would very much like to take advantage of sun and shade for maximum effect on temperature control. I've got a lot to learn- that's why I'd like to build a cabin first and get through a lot of the process on a small scale before trying for a full-size house.

I must admit I'm sort of enchanted by the whole 'off-grid' concept. It will be a challenge to do it on a budget, though.
Just to have water will seem like such a luxury from where I'm starting!