Welcome to BuildHub.
For many, this is one of the biggest challenges of self-build, especially if you live in more built up areas with not much space and a lot of competition for houses.
We got lucky by buying a small, tired old bungalow on a plot that needed some imagination to get the most of, back in 2012 when the housing market was still in the doldrums after the 2008 financial crisis. I'm not sure whether the economics of that make sense any more, but it's worth considering.
Buying to knock down and rebuild costs more but is arguably lower risk than a lot of other options. You have utilities in place (don't underestimate how much that it can cost to get them connected in some places) and can at least be sure that you'll almost certainly get planning for something, especially if there are a lot of larger houses around it (as was the case for us). You also aren't competing for the rare building plot that comes up. Around my way (Hampshire/Surrey borders), actual building plots tend to be expensive, because you're competing with people like us but also developers.
Good luck.