I use firebricks piled on top of each other to trap/reflect heat from the torch. I also made a small, two-brick forge but it doesn't work well for me, probably because I put the hole too far back. I've hardened knives 5-6" long with a MAPP torch and a couple firebricks arranged on top of each other, but that is about the limit of its use.
For forges proper, charcoal works really quite well as a fuel source, as long as you don't leave the blower running when you don't need the heat, and if you use a sideblown air source doesn't require a valve underneath to vent ashes unless you are working a long time. That means the forge can be as simple as a hole in the ground, or a wooden box filled with clay or sand...I used a small version of a Japanese-type forge, just a shallow hole in the ground flanked by two walls made from clay, with the tuyere running through the middle of one wall.
Sideblown forges work well, but there isn't or at least wasn't much written about them, so it took me awhile to figure out the best place to put the tuyere and how to place the piece in the fire for best effect. Once I got used to it I loved it. What I didn't love was squatting in the ground to do blacksmithing! I'll make a raised forge next time.