OK, so I just bought all the expansion packs on the STEAM summer sale. Since I now have Hearthfire I wanted to try and build one of the new houses. I got a letter from Jarl Siddgeir, at about lvl 10. After talking to him, i got a quest to go kill some bandits. Did that, no problem. Then i got another quest to go kill a Dragon. Also went and did that with no problems. Then I got a quest to go kill some more bandits, in a different location. Went and did that. Then I get a quest to go kill the dragon, again. Did that.

Then I talked to a guy that wanted me to take his friends ashes to the local priest. I did that. Then the priest tells me to find his missing journal, I did that. I talked to a griefing couple next to him, they just buried their little girl (what little was left of her) and the father tells me about her killer, I go talk to him (in the pit) after I help him harvest a few cabbage in his garden.

I talk to the prisoner, who turnes out to be a varulf, that starts a chain of quests, in the end he settles down in a cave and vowes never to return to civilization out of fear he will kill again.

... all this and I STILL am not a thane. What am I missing or doing wrong? I know I could chop some firewood for the guy at the sawmill, but I can not seem to find him. I could invest in a shop, but I do not have high enough Speech. I could steal a letter from the blacksmith for the old Jarl, but I svck and sneaking.

I really want to test building my own home. What can I do?

EDIT: I do not have the option to buy land when I talk to the Jarls Steward. I have not done any qusts for the Dark Brotherhood or the Stormcloaks.

you don't need to be Thane to purchase the land to build a home.. simply do a few favors for the Jarl, and then buy the land from his steward.
Being Thane is not required..

However, If you did the Dark-brotherhood quest to kill the Jarls Housecarl (Helvard), you will not be able to buy the land.. unless you end up turning Falkreath over to the Stormcloaks, in which case a new Jarl takes over...

Get better at sneaking...

If you have the miscellaneous quest "deliver one The Mirror to aldis"
Still to complete you may not be able to continue doing quests to become liked enough to be allowed to buy land. I had the same problem and I solved it this way. Let me know how it goes.