It is possible to dry your own firewood. The process takes at least one year and preferably two for maximum efficiency. You will need a supply of suitable wood (read What is the best type of wood to burn?) and a weather proof wood store.
The wood needs to be cut and stacked in a completely water proof environment. If you do not have the correct facilities ensure you buy seasoned wood from an accredited supplier. The best kiln dried wood has a water content of less than 20%.