What sort of forge, gas or solid fuel?I've built both with varying degrees of success and which way you go depends on what you have and what you want to do (and for that matter how much you want to spend).
For a solid fuel forge (I use that term as farriers coal will burn better than hardwood charcoal if you can get it, heating coal will be full of impurities) look up for side blown forge on google and use the hair dryer (disable the heating element and thermal protection if you're feeling like doing it right) as previously suggested. I wouldn't suggest using straight bricks as they may contain moisture that will explode when it heats. I would use them to build a base then make an equal part mix of clay, sand, and perilite/vermiculite (though some have had good luck with sawdust but that has never worked out for me). You can use a BBQ as sleek mentioned but the heat you're generating can be pretty tough on the standard BBQ.
The last one I build was built around a cast iron sink that I cut down, installed a tuyere I built by flaring a pipe and adding a cross pipe (actually a soup can) that I hooked up to a scrounged bathroom vent fan for a blower. I did line the whole thing with the clay/sand/perilite mix and it held up very well. The forge was much more capable than the smith.
Personally, I like gas (propane) much more as their are less variables. You can build a venturi burner based on Ron Reil's design (google for his page, the man has created a burner even I can build) with parts from any hardware store. You can build a forge body out of those bricks (same moisture disclaimer) and line it with Kaowool for a start. CAUTION- Kaowool is nasty stuff if you breath the fibers so I wouldn't use it without coating it with refractory cement or another coating.
My current forge project is kinda based around what I can get my hands on in a tiny town in NW Montana. I did have a regulator and hose from a previous project but am needing to collect everything else locally. I picked up some firebrick at Ace that I am going to line the forge with. I am going to make a body using the clay/sand/periite mix I mentioned above. I am scrounging for a trash BBQ cart that I'll set the whole thing up on as when you build with mud, leaving things to the rained on is a bad idea.
As Sleek mentioned, there are a few supporting items to have on hand, especially the safety stuff. Safety glasses are a huge must (unless blindness is something you're in to), fire extinguishers are high on the list, and gloves come in pretty handy, especially in the beginning.
Hope this helps, there are a lot of resources out there, and yes, it can be as addictive as archery.
