Mostly what I've looked at so far are cob/straw houses. With these you are basically looking at a rubble/concrete base (which you can hopefully scavenge for free), clay/straw/sand for making the cob, and wood for the roof/window/doorframes etc. The best budget option for a roof seems to be turf, although that cuts down on the amount of rain water you could collect if you wanted to independant from a water company.
The biggest obstacle in the UK seems to be finding suitable land and getting planning permission etc. I don't really know any solution to that.
Over the past few weeks I've been reading 'building with cob: a step by step guide" which covers both the technical and legal aspects of building one of these structures in the UK. It's a great book.