Anyone ever see good website on making your own wood stove, or better yet pellet stove that uses store bought pellets....I am looking at a making a traditional style not a barrel kit. I want to heat a insulated metal skin/wood frame 30x50 Shop..Hopefully just to get it up to 50-60 degrees when outside temp is teens to 20ish degrees outside.. The price of Pellet stoves are crazy ($1500 entry level stove) and the construction cant be much different than a wood stove. I liek the idea of a pellet stove becuase I dont enjoy cutting wood and have to pay for wood or pellets, plus pellets dont have all the issues with bringing home bugs and termites..I hear the pellets our better at having a controlled fire/heat.. Adding to big a piece of wood or to small dictates the size of the fire..

If I did do a "barrel stove" I would prefer use a old stronger water heater tank or similar heavier tank over a thin barrel..I prefer not to buy a kit as I have all the stuff to make what the kit includes Basically a door and barrel holder is all it includes..I enjoy doing this kind of stuff so even if it takes a few hours I rather make it myself..  I have a welder and all I need to cut the steel short of a plasma cutter..It would be good project to kill some time.

Any alternatives to the chimney and avoiding using expensive double and triple wall pipe? I can go out the side of the building or the roof. For the money of the flimsey chimney pipe you can buy I rather use a heavy pipe with a smaller pipe inside it, hence being double wall pipe and weld or do what i need to do to make it suitable for an exhaust..

Any advice and experience is appreciated.

Forget the idea of making a pellet stove unless you are EXTREMELY handy and have a VERY well equipped shop.  Pellet stoves are VERY different than wood stoves.  There are control circuit boards, several electric motors, augers, and fans in each pellet stove.  

Don't go cheap on your chimney.  MOST house fires started by wood heat start in the chimney.  DON'T GO CHEAP ON YOUR CHIMNEY!!!!

Pellet stove chimneys are much cheaper and easier to install compared to a wood stove chimney.  Basically the pellet stove is more expensive than a wood stove but the chimney is cheaper.  The wood stove is cheaper to buy but the chimney is more expensive.  Pick the place you want to spend your money.  

If you put in the wood stove and go cheap on the chimney, you're probably gonna be spending big bucks when you burn your shop down.  

I bought my pellet stove that is in my house at the end of the heating season.  Regularly $1200.  I paid $800.  Chimney kit for the pellet stove was about $250.  I could have vented it straight out cheaper but wanted a 3 ft rise to enable the stove to have some draft incase the power was lost to the stove for some reason.

Cheapest heat for you would be to buy a torpedo heater that is capable of running on diesel fuel.

Making a feeding pellet stove is generally out of the question.  I would also buy the kit for a barrell stove as the door is cast iron.  This is important to prevent warping of the door.  Any welded steel woodstove you find is going to have a cast iron door for this reason.  (If you find one without one, it is surely the cheapest of the cheap ass junk)

The thin steel of a barrell stove aids in almost immediately radiating large amounts of heat.  I would go that route with a double barrell setup.  The drawback to the thin steel is that you will likely have to replace the barrells as they rot out, but barrells are a dime a dozen, and refitting the kit to them is not at all difficult.  

Like mentioned above, don't skimp on the chimney, and absolutely only use stainless flue components on the outside.  (The outer wall can be galvanized, but the actual flue must be stainless, or the system will fail in a year, tops.)