For the sake of this article, I will limit the scope of the work to a free-standing wall about 2' tall and 10' long. Bigger walls than that, or those cutting into a slope, really require something more than DIY experience, and you might want to get a price from a contractor.
First off, safety. On the possibility that you'll be building a wall somewhere in the vicinity of the power or gas lines, make sure you get your utilities marked. My experience is that the power and natural gas guys generally put their lines down fairly deep, but not so with the telephone, cable, and water folks. In any case, if you cut any of the utility lines, you will have, at the minimum, angry family members or neighbors on your hands. If you cut off service to your entire area, you will then be in BTT (big time trouble). Don't take a chance; it only takes a phone call. For this project, you will need hand and eye protection and maybe some knee pads, unless you have very young knees.
The layup of the stone is pretty much confined to two principal dimensions. You can install the stone horizontally (stacked) or with the long axis vertically (veneer). Look again at the gallery to get some sense of the appearance; veneer has the advantage (for the same square footage) of requiring requires less material and less labor.

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