the cheap stuff from home depot is junk... the good sturdy stuff is expensive as hell.... framing it up yourself is the funnest as well...
i'd recommend 2x3's and 5/8 or 3/4" plywood for a lot of it though, they save a lot of room compared to a 2x4 frame.
chop saw, japanese saw, an impact driver, and a roofrack of lumber and your good to go! sky's the limit!
no nails though... =\