When my nephew, the architech, built his new house a coupla years ago, he used pre-assembled foam exterior wall forms about a foot thick, and had concrete poured into the cavity. That's called "insulated concrete forms", or ICF. That makes for a well-insulated and hell-for-strong house. His is a two-story with basement near Lubbock, where basements are rare, but he found a contractor that knew how to include a basement in the foundation.
ICF =
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ICF construction is probably not a good idea for DIY, but if you can find a contractor that would pour the foundation/basement and build the exterior walls, you could probably do the rest of it yourself.
