I hate to dash any dreams you might have of building your own home....however as stated in some of the answers below, it isn't as easy as many consumers think.
Obtaining financing is extremely difficult and in most cased requires that you have very high amounts of cash in reserves, excellent credit, and in 9 out of 10 cases the interest rates are higher than most consumers can afford. That said, there are a few local lenders in our area I would suggest you meeting with.
You should also be aware that when you act as your own GC, you are also your own warranty, that means you will have to make it right at your own cost. Even builders with years of experience don't always get it perfect on the first try. In my own personal experiences, things aren't always as simple as they make them on "HGTV"....actually if they could lend me there behind the scenes crew some of my own home improvement projects might have turned out better!
That said, my statements don't mean your dream is impossible. It however does suggest that it might not be the most practical or efficient route to take. At the end of the day buying a home is stressful for any buyer; buying and ANR ready to build lot and building a custom dream home is even more stressful. Should you decided this is the route for you....I can't stress enough how important it is for you to meet with qualified expert who can counsel you on "all" the aspects of this option.
As the other responders suggest, I would suggest you weigh out some of the pro's of purchasing in a new neighborhood of homes being developed and built by a local developer/builder. Some great developments have already been suggested herein, and I'm aware of at least 2 more new developments in Bolton that should be coming online in the very near future. Or as others have suggested you take advantage of the current affordability to purchase a property that might provide you with the option to put your own stamp on something that already exists.
I hope you find my comments helpful. If you have any question don't hesitate to contact me.
K. L. Santos