Bakeries boast if they use a brick oven for their breads.  Why? 
These ovens cook using multiple forms of heat- conduction, radiant, and direct heat.  Add some steam, and you get some seriously fabulous crust on your bread.  Pizza?  You better believe it.  You cook it at an ideal 700 degrees Fahrenheit; a thin-crust pizza is done after only 3 minutes, emerging bubbling and with a lovely smoky flavor.
Cook anything in this that you would in a regular oven.  And when it's cooled down, it can remain the ideal temperature for incubating yogurt, clear through the night.

This type of oven has the fire built on the cooking floor.  Fill the oven with wood, light it, and let it burn for 2-4 hours, until the oven walls glow white-hot.  My thermometer doesn't measure high enough to know how hot this is; it only measures to about 1400 degrees!

Scrape out the fire, quickly scrub off the oven floor, and let the heat "soak"- you're letting the temperature equalize all over the interior.  When the temperature has dropped to what you want, add some steam (for bread baking) by swabbing the oven floor with a wet cloth or mop.  Load it up with your bread, or turkey, or squash, potatoes, casserole, or whatever-- and close the oven door to bake.

It's called an earth oven because it's made using packed earth; in other words, mud.  This makes it very affordable!  I highly recommend Kiko Denzer's book, Build Your Own Earth Oven.  It was invaluable to me, and has many excellent suggestions for making do with what you have locally.  He also has a great overview on Mother Earth News, right here.
You can make a fabulous oven out of nothing but dirt, sand, chopped hay or leaves, and some bricks or tiles.  There are even simpler versions around, using just rocks and dirt. 

Since I opted for several upgrades on this oven, it cost about $200 total. 

Items I got for free:
cinderblocks (a stack was in the yard when we bought the house)
sand (huge sandbox, in the photos' background)
bricks for the oven face

Items purchased included:
bags of cement for a foundation pad
rebar for reinforcing the foundation
rebar for reinforcing the cinder blocks
cement for reinforcing cinder block construction
one used steel entry door
one circular saw blade to cut the steel entry door
about 45 firebricks
1/2 cubic yard of dirt
a couple small buckets of refractory cement
portland cement and a bag of vermiculite, for the insulation layer.
12" of 1" diameter steel electrical duct tubing
one dial-gauge thermometer
mortar, used with the oven face, and some gaps in the cinderblocks

If the pictures below seem overwhelming, here are the steps in short form- prepare an insulated base for the oven; build a sand dome on it; pack moist earth all around  the dome (thermal layer); pack insulation around the thermal layer.  Finish with a breatheable plaster, for longest-lasting results.  The doorway can be molded in as you go, or carved out afterwards.

Sorry, I didn't take any photos before this point.  I poured a slightly sloped foundation pad, reinforced it with rebar, and dry-stacked cinderblocks, leaving some slots for drainage between cinderblocks at the low part (the back) of the pad.  To reinforce the cinderblock walls, I stuck rebar down every 2-3 cells, then filled those (with rebar) with cement.  (I did this because I have roughhousing boys, and live nearby a major  fault line.)  In this photo, half of it is in shadow; the oven floor is meant to be just above waist-high.  The area under the oven is to store wood.  To support the block over the opening, I found a piece of hardi-backer (cement) board.  The top course of cinderblocks were narrower than the ones below, which gave me a spot to place some kind of support for the oven floor.  I bought a used steel entry door and a special saw blade, and cut the door to fit.  On top of that went a layer of sand, for insulation, filled even with the top of the blocks (packed really well).  Firebricks were set snugly together for the oven floor, and a circle scribed in chalk.  This would be the inner diameter of the oven.

The sand was free, but it had lots of rocks- and small toys- mixed with it.  A frame with 1/2" hardware cloth stapled to it worked well for sifting.  If you notice my expanding waist in the next photos, it's because I was 8 months pregnant when I started this project, and 9 months along when it finished.

Build a dome of moist sand; this will be your oven's hollow part later.  There's a height-to-width radio that works most efficiently, but about ratio will give you an oven that cooks. 
The pipe in the middle was to show my required finished height.  Pack the sand really well, or it won't support the weight you're about to put on it.

TIP:  this takes a TON of sand, which you'll have to scoop out later.  At about this point I started added cinderblocks and other large items to the dome. That saved a lot of scooping.  And sifting.

Once the dome is as big as you want, pack and smooth it as best you can. A little water helps, and a board to press and smooth. 
If you want a layer of refractory cement, to help hold heat and protect the inside walls, add it now.  A thin layer, 1/8 - 1/4 " thick, is all you need.

Once that's in place, mix your dirt- er, I mean 'earth'.  It needs to be moist enough to hold together, but not so wet it squishes when you pack it.  You can mix it on a tarp with your feet, or in a wheelbarrow with a shovel.  Starting at the bottom, tightly pack this earth in a layer about 4" high, and the width of your hand.  Use your closed fist to pack it, and a small bucket of the dirt to keep it handy. Spiral your way up the dome, always packing hard onto the layer below.  Don't apply any pressure to the sand dome.  Let this sit for a few days, then scoop out all the sand.

Once the earth layer is complete, add an insulation layer in the same way as the earth layer.  This makes a huge difference in how well your oven retains heat.  You can use more mud, mixed with any organic material- chopped leaves, straw, horse hair, you name it.  They will burn out when the oven heats up, leaving insulating air pockets behind.  This oven's insulation is a mixture of portland cement and vermiculite; I wanted it to be very durable.  Shape this layer with your oven door in place so it fits. 

The pipe sticking out in front of my face is a piece of metal conduit with a fitting to screw on the temperature gauge.  Next time I'll put it down close to the oven floor, which is where the bread bakes.  There's actually about 100-degree (Fahrenheit) difference between the oven floor and where the oven probe sits. 

If you want the oven to dry with as few cracks as possible, build a low fire and let it burn for several hours.

For a brick face-  a chisel and hammer yielded a really poor keystone for the arch.  Improvise to support the arch until it dries.   A bucket and cinderblock came to the rescue here.

The completed oven. 

More completed, with flagstones set around it. 

When using the oven, keep a bucket of water handy. 

I still intend to make a roof for it- Utah winters are rough on it.  There are two eye bolts embedded in the top of the oven- all it will take is a piece of sheet metal, creased at the center to make a sloping roof, and two slits cut in it to slip over the eye bolts.  Twist them, and it should stay on.