Is it possible to get a house without a mortgage?

Or are we forced to? Can I just go build a house? Would that be cheaper if I bought all the supplies like lumber and drywall? Can I just move into a forest and start cutting down trees and build a shack? But don't building codes and government land laws prevent that? What happened to Land of the Free? What can I do...be homeless because I cannot pay these insane rates? How is that just, what happened to the good days where I can be a pioneer and settle where I please?