The building costs will really depend on the state of the land. If it's like wilderness, you're going to have to pay quite a bit to have it cleared and levelled, but if you've lucked out and found a relatively clear and flat plot, things should be straightforward. Really check out transport, though -- see if you'll be responsible for maintaining a private road, etc., and also think about how you'll get around during the winters -- if you're up a mountain or in the middle of the woods you'll have a hard time getting down/out if there's any substantial snow.
Some friends of mine had houses built in WNC (one in Brevard, one in Asheville) in the last 5 years -- both were ranch-style 3-4 beds and they each spent less that $100k on the basic build.
Just thought about utilities -- if you're too far out, you'll have to pay to connect into the local grid, etc., so check on those costs as well.