I got to thinking about this question, and I can't think of any part of constructing a house I haven't done. I haven't build a whole house, but I've done every part of building a house, most of them many times over. As my salary has grown I've cut back on doing a lot of things, I wouldn't shingle my own house now due to knee and back issues, but I could if needed. My most recent big project was two years ago adding on a room. I sectioned off an area in the garage, built a wall, added all the electrical, modified and added duct work, did the sheetrock, put in the exterior door, etc. I hired out the carpet install, and hired a kid in church who needed work to do the painting since I just can't stand painting. It's been a huge benefit in the winter having a mud room for all the jackest, boots, etc.
My biggest DIY project of all time was the job of remodeling much of our first house. I remodeled two bathrooms, the kitchen, and finished the entire basement. That house is still my favorite, I'd go back there if I could. I also did a shingle tear-off and re-shingle on that house, that was the hardest job I've ever done on my own house simply because it's non-stop backbreaking work until it's finished. There's no taking your time or spreading it out.
Having said all that, my dream is to have a very small house and not having projects going on in my own house. I don't like the stress, I'm too much of a perfectionist, and it's just not as much fun working on my house as it once was. I'd actually prefer working on other people's house, I don't mind the work, I just don't want to live with the stress or mess of doing it on my own house... :)