Ron Reil's site is excellent source, but I do not like the venturi type burners. You can get much hotter using a blower, and it is not that difficult. It is very easy.
Also, you will need refractory materials. I would reccomend trying some very inexpensive stuff first, because you can do all of this for dirt cheap. Do NOT use portland or plaster of paris in any refractory formulations. Try straight silica sand. It has a very low coefficient of thermal conductivity - amazing but true, and there are tons of it just laying out on the beach. You can also get a lot of mileage out of fiberglass. I have melted it accidentally, but it does work well as an outer layer.
If you can get your hands on fly ash from a coal burning plant, this is also a pretty good insulator.
Also, I would reccoment using washed ash as a cheap refractory. It contains alot of silica and alumina, but you need to wash it by mixing with water, letting the solids settle, then pouring off anything which dissolved in the water. If you do this a couple times you can get rid of the hydroxides. The result is a clay which is an excellent insulator, and it's pretty much free. You must wash it completely, or your refractory clay will not withstand high temperatures. The (hydr)oxides will melt.
However, if you've got a few bucks ceramic fiber (alumina fiber) is great stuff, and there is a new one coming on the market - fused silica fiber.
You'll be hittin' 3,000F no problem with that stuff.
Kaolin clay is awesome stuff as well - it is a high alumina clay. Very high temp stuff.
Zircon sand is good to above 4,000 F !