JGRAFF- Not meaning to dodge your question, but forges are a REALLY REALLY broad subject. I have built the ones I had and have, but after seeing some of the forges other guys are building these days, I think I need to go back to school on them. I think if you asked 10 guys about the perfect forge, you'd get 17 different answers.
So google can probably help a lot more than I can, but since you asked about mine, here's a basic rundown.
It's an 18" diam pipe (it's schedule 80 which is way overkill, it's just what I had). I welded two panels inside the chamber so that the chamber is more of an oval than a round.
It it lined with 2, 1" thick layers of Cerachem, a 2600degree ceramic insulation (like KaoWool but lots better).
The Cerachem is coated with several thin layers of satanite refractory (mixed up very wet and painted with $0.25 HF paintbrush). Then there's a layer of ITC-100 over that, put on the same way. You need to let that sit for a couple days before firing the forge or it won't cure out optimally. Trust me, I know
The burner is 2" pipe going to the elbow, and then past the elbow it's got a 2:1 weld on bell reducer. I welded some ss 1" pipe to that, so as to hold up to the heat in the chamber better than black iron.
There's an actual forge blower hooked up, but it put out too much air. So I made something that looks like a wood-worker's dust collection blast gate, to adjust airflow.
The bottom of the forge is lined with kitty litter.... plain old clay... because every once in a while I have to remove the top, and bust out the bottom (it ends up looking like obsidian due to the forge atmosphere and getting molten flux dripped on it while forge welding). The flux will eat ceramic insulation like water on cotton candy....even the Cerachem. So there's also a layer of bubble alumina around the bottom section of the forge... where the floor meets the ceramic insulation walls. Bubble Alumina is tough stuff.
I also added a digital pyrometer to the forge, so I always know exactly what the temp is inside.
Confused yet? I know I am.
cnyeco1- that can be a loaded question, but the quickest answer... is anywhere from $250 to $3,000.....

Most of the ones pictured here, would be in the $1,000 - $1,600 range.