Some things to think about:
Whatever wood burning appliance you decide on, will call for a certain flue size. You should keep this in mind if you are going to build your own chimney out of block, brick, etc.
While Class A stove pipe is not cheap, it is easily replaced if need be, easier to move should you decide to, round and more geared towards a wood burning appliance as far as design, cross section etc.
If your house in on the larger side, 2,000 - 2,500 sf +, and depending on how open the floor plan is. A single stand alone, insert etc may not keep the entire or portions of the house warm enough for you, when it is teens, single digits, sub zero, especially with high winds, etc. This is where a wood furnace, gasifier etc really shines. As you have several options of how to transmit the heat, and plenty of heat to do it.
As far as self install, that is up to each individual.
I do not agree that having a "professional" necessarily guarantees a safe, code compliant install is done.
IMO not all, but most self installers, go the extra mile through research, design and safety factors to assure themselves, that they will be comfortable to sleep at night without laying there worrying that the house may burn down.
I know that is the case here, and I know the dealer I bought my insert from did not know jack shat about installs. Sure he would do it, but did not have much info and answers.
I also know, that I took more time, and made sure everything was overkill, and if I did in fact have a code man come in, I have no hesitation it would both pass with flying colors, but I think it would also impress the code officer.
That is how sure I am of my own personal research & install.
Now with that said, this is not to say that some installers don't do a very good job, and some self installers don't hack the crap out of the install. Yes it happens both ways, in both cases.
I have seen enough complaints on here about installers short cutting, and doing sub par installs. Refusing to put in block off plates, stuffing fiberglass insulation as a block off, not meeting clearance to combustibles, and just plain ol hacking the house up and stuffing the install in. Same happens with self installs, but appears much less. I'm talking on the site. Out in the real world, I have seen pipes ending 1' away from a side wall, or a roof. Not having tall enough clearances. Galvanized piping used, etc, etc, etc. See it every day driving to town.
Main point is, you have the time. Research, research, research... too much of that cannot hurt. Rushing in, will almost guarantee you headaches and grief, and added expense & time.
Good luck in whichever system you choose. Here is the place to ask questions & find answers. Remember though, some answers, take with a grain of sale. Majority rules is a good thing sometimes.