It could be anywhere from $150/SF for basic construction to $400/SF + for top of the line construction (like including decorative woodwork, high end appliances/fixtures, paver patios etc. NOT including the cost of the land.
If its vacant land there is also the cost of bringing the gas/sewer, electric from the street to the house (usually per linear foot and the cost of permits and inspections.
Contact some builders and ask their basic price for a structure for the design you are would like (colonial, ranch,etc.). That should get you started!