I have a commercial stl on the way but have been thinking about trying to
build my own. I'm not sure how difficult it would be for a new guy to
build one of these. So I pretty much just need a loop of copper pipe with
a proper capacitor for the task and all joints soldered well. Then a
smaller loop connected to the coax for the rf to be coupled into the
larger tuning loop?

That's a classic method (the coupling loop is typically around 20% the
size of the larger one). Some people prefer a tap-the-loop gamma
match arrangement. I haven't heard that either works better than the
other, in general.

I still need to work out dimensions with one of the calculators but it
doesn't seem like a hard project. One thing that I don't understand is
when people build these their self why do I see so many 3 foot diameter
loops being used on 40m when they clearly have more room? I would like to
focus on 20 - 40 meters and go with at least a 6 foot diameter loop.

Cost? Copper pipe isn't dirt-cheap.

Weight? Ease in mounting? One of the big advantages of a small
"magnetic" transmitting loop is that it can be portable... easy enough
for a 3-footer, not so easy for a 6-footer.

Also, you don't want to go too big, or it ceases to be a "small" loop
on the upper frequencies, and the pattern changes.

The (physical) size, and the required value range of the high-voltage
capacitor may also be a factor.

Just have a few more questions.

Is there any truth that a stl oriented vertical can work better for dx
than a low dipole? I've also read that a small loop can have less losses
than other antennas when mounted close to the ground?

That's what I've read, but I can't point to specific measurements.