I should have approached this differently. What is it you want to do with ham radio, there are many different areas to go into. Are you mainly interested in VHF/UHF? Are you interested in chatting on the local repeater or maybe you are interested in HF communications and talking to the world? Knowing what class license you have might also help us get you going in the right direction.
As for building your own equipment, that's a lot more advanced than building an antenna. Not many hams build their own station from scratch these days. A good HF transceiver would be a very advanced project and would end up costing far more money than buying the radio. Lots of hams do make their own antennas. They are much easier to do.