I designed and built my place. Some items were sub-contracted, many were done by me.
Contracted:
-excavation
-foundation
-framing (SIPs crew)
-roofing
-siding
-rough plumbing (had to have a licensed plumber so it by state code)
-drywall/mudding
-spray foam and other insulation
Done by me
-install windows/doors
-exterior stone
-rough landscaping
-some drywall hanging, no taping
-electric
-gas plumbing
-HVAC
-flooring
-painting, in and out
- tile, wood and all finished floor except a small bit of carpet
-all finish work
Now I am doubly crazy as I built all the cabinets, interior doors and all woodwork. But I'm also still not done with several doors and trim and we started in 2013. Still working on it but much slower than the early stages...but I keep progressing.
Many excellent points raised by others here like you don't know to ask what you don't know but I found subs not to be too bad overall. My SIPs framer was an acquaintance and he helped me pick several subs from his experience. If you can find or know someone like that, it can be a huge step forward on finding subs. Our inspector was a class A jerk but at the end would concede on many items if you pushed back professionally on some of his odd asks. I also quickly realized he barely read the plans when he would show up and say you forgot "this" on an inspection, and I would say it is exactly per plan. Then he would start tap dancing. Sometimes I would go along if it made sense and was reasonable, other times, not.
Decision to contract was made mostly for 3 reasons: 1. Time 2. Expertise (I don't have a spray foam truck) or 3.regulations (plumbers). #1 was a big reason early on to get the shell up and dried-in quickly. Then you can at least breathe a bit.
And if you want to read chapter and verse, my house build blog is in my sig with all the gory details.