I use a homemade propane furnace sometimes, but I find a torch much more useful for most all what I do, I use acetylene oxygen, Mapp gas, and cheap hand held propane torch.
The handheld propane mostly used for incineration (along with hotplate or propane stove). The reason this is my choice is that incineration gas can ruin a torch after much use.
The Mapp gas torch is a little more expensive, but can melt silver and gold (melting environment is important to success here (heat loss).
The acetylene oxygen is a wonderful all around tool for me not only for melting but welding and cutting jobs.
The best all around tool for someone starting out (on small scale) in my opinion would be a cheap propane handheld, and good Mapp gas torch and one of Laser Steves furnaces, get some of his melting dishes also.
I do not understand someone saying they cannot make a furnace; my only thinking here is that they must just lack confidence, or understand how simple a furnace can be.
You could build one out of many things; I could make one out of two truck brake drums and some refractory mud.
You can stack fire brick and coat with refractory mud; or as simple as you can knock holes in an old coffee can and coat with refractory mud.
I have done blacksmithing making knives in a hole dug into the ground rocks and mud, (for a furnace), using an air source to get coal hot enough, just for the fun of it with my nephews.
A search of back yard metal casting, homemade propane burner, and so on, for Idea’s, will open your possibility to building your own furnace.
For my furnaces I build welding is needed but if you make plans and gather materials a friend with tools or local welder can make the few welds needed.
Action mining sells a propane furnace similar to one of the style I build, but by golly I would not pay that for something I can stick together.
I have made electric furnaces but elements do not hold up to the gasses.
http://www.actionmining.com/Catalog.PDF
http://www.actionmining.com/