Forum Moderators: rogerd
1) What kind of community are you thinking about? A discussion forum? Blog? Wiki?
2) When you say you don't want to use third-party software, does that mean you want to write your own? If so, why? There are some great free and inexpensive community building tools available that would let you focus on building your community instead of coding.
3) In the early days of your community, a shared hosting setup (vs. your own server) will probably suffice.
Lots of communities start with discussion forum software, and then use the forum features plus plug-ins or "hacks" to add additional community-building features (like chat, user ratings, etc.)
I'd suggest you look at a variety of communities to see what you like and don't like about them. This can help produce a list of "must have" features.