Hey Womble - I have not put in my own stove but put in my own chimney liner for a stove which was already here without a liner, and subsequently we got stove guys to put in a new stove and they said what I'd done looked OK. The practicalities of putting in the liner were a little daunting, and were made worse by the fact that there was a lot of snow on the ground (and roof) at the time. I had been up to measure the diameter of the chimney pot then ordered the diameter of liner which just fitted this as I assumed this was the narrowest point - I think it was 20cm liner - I assumed that wider was better though the stove guys said this is not necessarily the case - Narrower I suppose gives more draw. I ordered all the stuff over the internet. For the actual installation I used a roof ladder to get up the extension roof and from there climbed the main house roof which has a lower angle to it, belayed myself to the chimney stack and then pulled up the liner with rope I had tied to it (having cleared the snow from the roof and allowed the remnant to melt in the sun). A long length of liner is quite heavy and difficult to manoevre and it is quite easy to kink if turned at too sharp an angle. It needs to go the right way round but this was well marked. It did fit into the chimney Ok but I had assumed it would get past the angulation half way down the chimney - there is a type of nose-cone you fit onto it - it took a lot of manipulation to do this - with Cheryl tugging on a string attached to the nosecone which dangled down into the fireplace. Eventually it went in - by that time I was pretty hypothermic and at the point of giving up - it was then relatively easy to fix it to the chimney pot at top and trim it to to fit at the bottom. I fastened a piece of fireproof board across the bottom of the chimney with a hole for the stovepipe to go through - this again was a bit tricky for someone of my limited DIY skills.
Getting the chimney liner down the chimney was definitely the hardest and probably most dangerous part - having climbing equipment and being used to rockclimbing definitely helped here - I can imagine in some circumstances scaffolding would be needed - our roof is relatively easy to get onto - a narrower liner would have helped, and also more assistants - probably 3 people would be best - one at the chimney, one to help guide the liner, one at the fireplace. Also communication can be difficult.
Just wrote this to let you know about some of the practical difficulty in getting a liner down. I don't know too much about all the regs etc though discussed these with our stove guys. We went with plain heater rather than anything to do water as well so not sure about all that stuff.
Simon