Many have wondered the same thing, and many have reassured them that yes, you can do it yourself. Assuming some basic DIY skills and a few simple tools, plus a plan, some time and a certain amount of determination and willingness to think outside the box, yes...you can.
Check out some of these threads addressing the DIY issue for more information:
What does a discount cost? Are you using GC/Subs? Should we forget the hired installer and just do this ourselves?
And check the bottom of this page for similar threads in the forums.