You basically have two options when you want to build a stone fire pit that will last a reasonable amount of time:

Use fire brick (which is expensive). Use a fire ring insert and surround it by cheap pavers. Just use cheap pavers, but the heat will eventually make them crumble and/or explode.

To save some money, I chose the second option. I was able to pick up a 36" fire pit insert on Amazon for $35 on sale (this is the ring I used). I tried to find a solid one without a pattern, but those were far more expensive. I figure the small gaps in the ring won't harm the pavers too much. They also sell them at Home Depot and Lowes, but they were out of stock when I went. From what I've read, a good fire pit size is generally 36-44".

The insert arrived in four pieces and I assembled it using the included hardware.