dan268 from instructables.com has put together a great instructional piece on how to build a wood burning hot tub. These tubs are also known as hillbilly hot tubs and can be build by just about anyone.
Wood-fired Hot Tub
Perfect for 6-10 friends. It can be carried in the back of a small pickup truck. It takes about 3 hours to get up to temperature and cost about $650.
Materials
-55 gallon closed steel barrel ($30)
-Barrel stove conversion kit ($50)
-14 2″ x 4″ x 8″ firebricks ($30)
-2 2 foot sections of 6 inch black stove pipe ($13 each)
-50 feet of 1/2 inch flexible copper pipe ($80)
-10 feet of 1/2 inch rigid copper pipe ($15)
-10 1/2 inch straight pipe fittings ($5)
-10 1/2 inch elbow pipe fittings ($5)
-plumbing solder and flux ($5)
-Rubbermaid 300 gallon stock tank ($300)
-1/2 horsepower centrifugal water pump ($40)
-10 foot garden hose ($15)
-1 foot 3/4″ CPVC pipe ($5)
-assorted fittings to connect tub to pump and stove with garden hoses ($50)
-ground fault switch to turn on pump ($15)
Equipment
-jigsaw with metal blade for cutting holes in barrel
-hacksaw for cutting pipe
-pliers
-slip-jaw wrench
-drill with sharp drill bits
-propane torch for soldering pipes
-shop vacuum with blower attachment (optional)
-screwdrivers
-socket set