We have special brochos for so many mitzvos, why not for building a sukkah? The Classic Commentaries bring a multitude of answers to this question. The Gemorra in tractate Menachos (42), and the Tur Orach Chayim bring some of these answers.

The Imrei Shaul adds his own insight to this question. He tells us that the bracha is actually hinted at in the very mitzvah itself. For when one builds a "complete" sukkah, it is composed of four walls (d'fanos) with s'chach on top. If one adds up the numerical value (gematriya) of the word dofen (singular for wall), multiply it by four, and then add the gematriya of the word s'chach, one comes up with the same gematriya as the words "Baruch Atah Hashem" [ a total of 660]. The bracha is hidden in the very sukkah itself!

[On a side point....

 maybe one could add that this fits well with the concept that the mitzvah of sukkah is one of those unique mitzvos that the Jew completely "immerses" himself into it, the mitzvah totally surrounds him as he performs it.]