The Elko area is beautiful. Lots of excellent outdoor opportunities. It's also large enough to have good shopping, and healthcare providers. It's big enough to have Walmart, Kmart, several grocery stores, and a well staffed hospital.
It's largely a mining town that's coming off a 5 year gold boom. Housing and land prices have stabilized and are dropping a bit the last couple years. There should be some good deals to be had.
I don't know much about specifically dealing with the county (Elko is in Elko County) building department, but they follow normal codes for snow loads, wind loads, frost line depth, soil pressure....etc. Just like any other building department would. It's still a rural county so I'd expect them to be fairly informal and willing to work with the landowner in a personal wey.
If you want cheaper and can handle a very rural setting take a look at Ely. It's about 180 miles south of Elko. Smaller town, but still has the vital necessities.