If you are reasonably proficient at DIY, self building a conservatory is not rocket science, and with a little patience you should be able to manage most of the necessary jobs. I do not include electrical work and plumbing in this statement however; these are skilled jobs and getting them wrong can be very dangerous. If you are indeed proficient in the skills then all well and good, bit if not it would be better to consult a professional.
The first thing to do is to mark out the site of where your conservatory is to be. You then need to dig out to a sufficient depth for casting the floor and foundations. Lay the concrete, ensuring that you have included a damp proof membrane, finishing the floor area to a smooth finish when it is just starting to cure.
You then need to build a dwarf wall, if possible in bricks matching those of the existing house to the external leaf and with thermalite or similar to the inner leaf, incorporating a cavity. This should be tied into the existing structure. Naturally, a damp proof course must be inserted at a suitable height and you should fit fibreglass insulant into this.
After the mortar of the brickwork has had time to cure off adequately, it is now time to set the conservatory on top of the dwarf wall, strap it down to it and strap it back to the house wall. Make sure that there is a cill protecting the top of the dwarf wall, otherwise the brickwork will deteriorate quite quickly when the weather becomes frosty.
You should then fit the roof structure, glaze the roof and then glaze the walls. Finally you should finish off the floor surface, either with a polished screed or ceramic tiles. An alternative to this would be asphalt; laying this is a professional job and you would need to bring in a specialist for this work.
Now that the structure is watertight, you could carry out any electrical and/or plumbing work that was necessary.