fitting a flue and stove is simple, just take each step one at a time and remember to double check your heat shielding and minimum distances to combustible surfaces, also make sure that your hearth is large enough to catch falling embers when you open the door. the most important thing to ensure is that when the flue goes through any surface you must use insulated twin wall pipe (super expensive but so is replacing your building) there are now lots of regulations called Part J
Here are some links
http://www.woodburningstovesdirect.com/building-regulations-for-stove-and-flue-installations.htm
http://www.stovesonline.co.uk/stove_building_regulations.html
I have fitted both my stoves, the main one in the house, an 8 Kw hunter, which was lining a pre existing chimney with flexible liner and the other was fitting a 4Kw in my portacabin office with stove pipe.
Gypsum based board is no good for heat shielding and plaster board is covered in paper so don't use it. You should use a silicate based board, i used supalux,
http://www.promat.co.uk/products/fire-protection/supalux.aspx this has a 240 minute burn time, then frame this and fill the gap with vermiculite (don't frame with pine
)
be careful about putting the stove between you and the door and check the minimum hights of flue with regard to close buildings and neighbours.
having kinks and bends in the flue can make for hotspots, soot traps and makes it hard to sweep, with the new silicone flue boots
http://www.flueandchimney.co.uk/flu...Cats.asp?CatID=13&SubCatID=36&SubCat=Aquarius and the insulated pipe it is usually simpler to go out through the roof.
Its a bit depressing but the flue will usually cost more than the stove.
all a bit involved but before you start anything do read through the building regs and remember ventilation as well.