Bethesda is giving you that option with the Hearthfire DLC, which will be available for download on Xbox LIVE on Sept. 4 for 400 Microsoft Points.
Build your own house !
With Skyrim’s newest game add-on, Hearthfire, you can purchase land and build your own home from the ground up – from a simple one-room cottage to a sprawling compound complete with an armory, alchemy laboratory, stable, garden, and more. Use all-new tools like the drafting table and carpenter’s workbench to transform quarried stone, clay, and sawn logs into structures and furnishings. Even transform your house into a home by adopting children.