Well if you found your land. Great! If you have an RV or tent, plop it down and determine how to get water and dispose of your used water, gray and black water.
Let's say you have an RV. You have brought water and holding tanks.
Decide on the best location for your permanent dwelling. Do not put it in the wash that looks so green or the excess flow may wash you away. Higher ground is usually better. This also gives you some "head" to move your "waste" water.
Do you want:
A geodesic dome;
OR an "EARTHSHIP" type;
You could also go with a gerr (yurt)
http://www.elephant-rock.com/ a state natural area in Oklahoma.
I would probably go with the dome, a little different than shown here