As the price of individual components of PV systems, particularly panels, continues to drop, the fractional cost of the installation becomes bigger and bigger. Currently installation accounts for about 50% of total cost for a medium sized system. Building the system yourself is thus very cost-effective, particularly if you have limited space or budget and need to build small.
I recently finished installing a ~2kW version of the system described by Doug Kalmer on BuildItSolar.
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I can highly recommend this install: it looks great, is very solid, and cost and performance are exactly as advertised. Taking into account both federal and state incentives, my 2kW system will have cost me less than $1.40/W. This system is capable of generating about 10,000 miles worth of electrical energy per year if located in full sun. But the real beauty of this install is that it makes sense even if your backyard is small and has suboptimal sun. I live in a Chicago suburb on a typical quarter acre lot with many beautiful trees and close neighbors. My system has substantial shading issues, particularly in the morning. I estimate that the annual yield will be reduced to about half due to shading. But since it only cost half (at most) compared to a commercially installed system, the cost/yield relationship still makes sense.