General Homeowner Tasks for New Construction  
Activity Where/How
Pick out house plan:
Books from library, magazines, internet, etc. Misc. (www.dreamhomesource.com,
Talk to builder about customizing plan(s) www.coolhouseplans.com)
Get blueprint drawn up. Lumber yard (ask builder), architect
Find lot Owners' preference (for large country lots, plan on $8,000-$12,000 for well and septic system)
Finalize home plan and pricing Builder will provide home specification and proposal
Secure financing:
Take blueprint, home specification, contract proposal to bank. Wherever the lowest rates!
Below are some items which will dictate how affordable/expensive your home will cost! Your builder will help direct you toplaces to see examples of each item and give advice on costs.  You should prioritize what is a necessity to you vs. a "nice to have" so that your dream home fits within your budget!
Select style/colors of:
Shingles (shake look, supreme-type, other) Lumber yard (like Wickes, Stock)
Windows (double hung, casement; Anderson vs. others)
Siding
Doors (6 panel/flush, oak/pine, hollow core/solid)
Handrail/spindles (if 2 story)
Doorknobs, hardware (lever style/knob; cabinet handles)
Fireplace Brick supplier, other (like Darboy S&B, County Concrete,  Fox Valley S&B, etc.)
Fireplace surround (brick,marble, type of mantel)
Exterior brick (if any)
Plumbing fixtures (chrome, polished brass, whirlpool tub, etc.) Plumber supply
Electrical fixtures Misc. (like Northtown Lighting, Menards, etc.)
Heating - programmable thermostat?
Pre-wire for stereo?
Cabinets/countertops (Custom - like Showcase or Valley; Manufactured - misc.)
Interior wall paint Paint supply
Exterior trim paint (where necessary)
Stain color for doors/trim or painted woodwork
Flooring (vinyl, carpet, hardwoods, tile) Misc. (Carpetland, Laydwell, Floors by Roberts, etc.)
Mirrors Glass supply
Appliances (dishwasher, fridge, stove, washer, dryer) Misc. (VanVreede's, Best Buy, American, etc.)
Telephone service/cable service Utilities