The one thing the big box store had, that I wish I had gone to a lumber yard for, is PT 4x8' 3/4" plywood for the floor. I ended up using non-PT and painting it to seal it, but it still probably won't last as long. At least it's a couple feet off a bed of gravel, which should help.
Note, at a real lumber yard you need an account. They can accept cash sales but they would rather not. They won't talk to you if someone else with an account is there. Once you have an account (which is free) you have passed the initiation and they love to help.
Not to mention that the lumber at lumber yards tends to be of superior quality as well.
I did all the smaller stuff myself, including framing, putting together the roof trusses, and roofing (minus the sheathing itself). You can easily manhandle around dimensional lumber by yourself; it's long but skinny easily to easily handle, unlike sheets.
http://www.todaysplans.com/og2424g.pdf
I modified them to add a full size staircase in the corner, change the window and door layout, and add dormer windows upstairs. I got a permit and had the plans approved by the city. Once the slab was poured I just started framing the walls and went from there. I'm working mostly on weekends, so during the week I'll research the next few things coming up. YouTube is the best resource for fiddly things like how to solder a pipe, how to lay tile, etc. Websites with diagrams and pictures are more helpful with technical things like how to lay out window framing, how to properly vent drain pipes. I know I'm working much slower than a pro, but I don't mind, and I get to have things that would normally cost a ton extra for just the cost of materials.
Also a note since full-sized truck has been mentioned a few times, I have a compact truck (2005 GMC Canyon) and it has carried all of my supplies after I had the main lumber order delivered. A compact truck with full length bed is perfectly capable if you are working alone or with 1 helper. The amount of drywall I can hang in a weekend is about what I can carry in the truck. I have a bed extender that was less than $100 so I can carry 16' materials no problem, 20' if it's a short drive.
I'm making the upstairs into a finished living space with kitchen and bath. Everyone who sees it asks how I learned to do it, and it's the same as anything else. It's all out there on the internet if you want to take the time to read and watch. I've done everything except pour the concrete for the slab, and install the roofing. I'm currently finishing out the bathroom, then I'll lay the hardwood flooring and it'll be done. It's been very satisfying.