That all depends on what you want to do. If I were going to do one from scratch, I'd dig a hole 6" below your frost line about 2 or 3 feet in diameter. Fill it with concrete and embed a propane hose. Then buy a few dozen red bricks, lay a brick wall around the perimeter leaving the morter out of the vertical joints in the bottom course for airflow and drainage. Add a simple burner to the middle and a grate with lava rocks and you're set. If you're more into looking at flames, you could do gas logs, but you'd lose a lot more heat that way.
All by hand, I say, 1 or 2 hrs digging, 1 hr pouring cement. (Let it cure a week.) Another 4 or 5 hours (tops) building the wall. Pretty easy project, and a great first step since if you screw it up, a sledge hammer will remove the evidence with minimal collateral damage.
