Whether you have a patio or just a nice piece of lawn, you can build a sweet fire pit with concrete blocks. I used the Rumblestone system, manufactured by Pavestone and sold at Home Depot, among other places, but any blocks will work. It matches my patio, and I bought all the stones for both at the same time.
The two main keys are locking the blocks together with construction adhesive (it comes in tubes like caulk) and installing a steel insert of some kind. You can use galvanized steel panels or almost anything. I used the insert sold by Pavestone to fit the design I built.
Unlike real stone, concrete can crack in very high heat. A loose-fitting steel liner shields the concrete and provide an insulating air barrier. Old-school technology that works.
Check out the pics for the step-by-step, and build your own. Then stare into the flames and discover the mysteries of life. Or just drink good beer and talk about dumb bullcrap.