Make your own lumber?
OK, you'll need some serious space, like 30-40 feet of clear unobstructed space. A simple 8 foot board needs about 20 feet to saw the darn thing, 8 feet in front of the saw and 8 feet in back.
You'll need wide jointer, planer and wide belt sander.
You'll need dust control for these, as they really spit out wood debris.
Lumber is thick stuff, so a 12" table saw is probably on your list.
Re-sawing on the band saw is necessary as well, so add a 20" band saw.
Add several work benches for operations
This sounds like 1000 square feet to me.
Yes, lumber is expensive, but cheaper than buying or building a 1000 square foot shop and stocking it.
But hey, if you've got that kinda money, go for it.