I have fitted a wood stove to my portacabin, where the pipe goes through the roof i used insulated pipe
http://www.fluestore.com/index.php?page=info&keywords=Chimney%20Systems|All%20Fuels%20DP|150mm|Straight%20Length%20460mm&grp=2&subgrp=1&diam=150&leaf=1&all=ALL&code=42-150-011
waterproofed with a silicone flashing
http://www.fluestore.com/index.php?page=groups&keywords=Masterflash%20LOW|Masterflash%20HIGH&grp=5&subgrp=4&diam=
and topped with a down draft cowl
http://www.fluestore.com/index.php?page=info&keywords=Rotating%20AD|Static%20AD%20(General)|0mm|Ultimate%20Anti-downdraught%20Cowl&grp=4&subgrp=2&diam=0&leaf=1&all=ALL&code=9-MIC
the hole in the roof was cut slightly larger and the pipe held and clamped with these two things
http://www.fluestore.com/index.php?page=info&keywords=Chimney%20Systems|All%20Fuels%20DP|150mm|Firestop%20Plate%20(stainless%20steel)&grp=2&subgrp=1&diam=150&leaf=1&all=ALL&code=42-150-070
http://www.fluestore.com/index.php?page=info&keywords=Chimney%20Systems|All%20Fuels%20DP|150mm|Adj%20Wall%20Support%20100-250mm%20c/w%20Locking%20Band%20(Cuttable)&grp=2&subgrp=1&diam=150&leaf=1&all=ALL&code=42-150-053
you use the clamping bracket so the weight of the chimney is not held on the stove. the bottom 500mm can be normal stove pipe as long as you use an adaptor (make sure its the right way up so all tars run back into the stove and not dribble outside the pipe.
with most installations the cost of the chimney will be more than the stove and to follow building regs you need to download the info
http://www.happystoves.co.uk/73_fireplace_articles/fitting_a_stove.html
http://www.stovesonline.co.uk/stove_help_and_advice.html
http://www.stovesonline.co.uk/stove_building_regulations.html
http://www.woodburnerwarehouse.co.uk/building_regualtions_for_stoves.phtml
http://www.firesonline.co.uk/acatalog/Stove-Building-Regulations.html
remember though... i am a smallholder not a stove fitter but these things have worked for me, i have a hunter herald 8 as the only heating for my house and in my portacabin i have an Element cast iron stove. Spend the money on the chimney and get a cheaper fire. the stove box is easy to service and weld up if you get second hand but quite a lot of the chimney is out of sight.
Dave