Building an outdoor room, the idea that you can create a living space beyond the four walls of your home, is gaining ground as one of the most popular home improvement projects around. Return on investment is also very strong. According to the 2006 Cost vs. Value Report produced by Remodeling Online, installing a deck will give you a 76.8% return on investment when it comes time to sell your home. Patios are not rated, although I would expect the results to be similar.
As for the degree of difficulty, anyone with basic construction knowledge could install either. The exception might be building a concrete patio, which involves some specialized skills to handle the concrete. However, building a brick patio isn't nearly as difficult and could be a DIY project.
In either case, be sure to get a building permit. If you are planning to sell the home, your local zoning or code enforcement inspector may be contacted for an inspection and you want to be sure that you have done everything properly.