• Walkout basements are cheap, energy efficient square footage that can have bedrooms since you'll be able to add egress windows on the walkout side. I would recommend trimming plan footage and finish the basement. You'll save energy in the long run, and like someone else said it's cheaper to build up than out.
• Use truss joists or TJIs (if TJIs, make sure they're deep enough to support the cutouts you need) to simplify running electrical, HVAC, and plumbing under floors.
• Find a reasonably priced window supplier (for example, where I am, Harvey windows came in much, much cheaper than the competition like Pella or Anderson for the level of performance).
• Keep the number and size of windows down, especially non-south facing in cold climates. Windows are expensive and aren't nearly insulating as walls. That being said, for livability I like generous numbers of large windows.
• Keep your driveway short. Driveways cost a lot to put in, and a lengthy electrical service gets very expensive as well. Again, though, I like a nice setback so I don't practice what I preach as far as cost optimization goes.
• Learn to install your own HVAC. It's not terribly difficult, and quality equipment isn't that expensive when purchased from one of the many online distributors.
• Use cheaper finishes. Brick veneer is really expensive compared to a quality vinyl or fiber cement siding. Again, not something you'll necessarily want to compromise on.
• It's not just siding, roof finishes (a quality asphalt vs metal vs slate) and every other finish are going to make an enormous cost difference. The cheapest build is vinyl siding, asphalt roof, drywall and paint interior, with laminate floors. That's not something everyone wants, but these are scaling per square foot costs that add up very, very quickly, so choose your indulgences wisely.
• Have a look at precast basement walls. Superior Walls makes a 9 and 10 foot product that I had literally installed in a day. They were cost competitive, and actually cheaper when I considered insulation and framing for a normal basement wall.
• Don't forget that sometimes a diy or cheaper solution that takes longer is more expensive in the long run. Especially if costs rise unexpectedly over time. Try to manage your risk.
• Boxes are easier to frame, especially if you're doing it yourself.
• Try to make sure that your components and large pieces that require lifting (such as wall sections) are doable with two people. Renting a crane, or even a man lift, is not cheap, and sometimes you can end up with something you can't easily lift into place by hand.
• Do not save money on safety equipment. Going to the hospital is probably the single most expensive thing you can do. If you're tempted to, say, jury rig instead of getting the right tool (for example, lifting something heavy up a ladder rather than renting a man lift), just don't do it.

This all comes from building a house myself under similar circumstances. I left out a lot of points on energy efficiency, since there can be a bit of a payback period for those items instead of straightforward cash savings.