If you have advanced handy person skills, you can install a ductless mini split as a do-it-yourself project. While most people think you have to hire a pro to install a ductless mini-split, you can do it yourself as long as you choose the right unit.
Installation does require professional-level power tools.
You will need a second person since you need one person on the interior and one person on the exterior of the building to properly run the lines through the wall.
A ductless mini-split lets you easily install a heat and air conditioning unit in any building without needing to install any ductworks. This means you can easily install HVAC in a workshop, tiny house, etc. using a ductless mini-split.
While you would normally need to have professional equipment to charge the refrigerant lines, you can find units, such as the one used in the video by Mr. Cool, that comes with pre-charged refrigerant lines. This means you cannot trim the lines though. Expect your project to take at least one day to install.