My local stove shop is selling installation for a 25' chimney for $1295
including all materials plus labor to put the stove in place.

That's a no-brainer, as I will gladly pay that.

But, if I were to get a 2nd hand quality wood burning insert, besides the
weight of the thing, has anyone tried installing one of these things
yourself?

I think I know the answer...

So, the whole enchilada would be about 3500, including installation and new
liner.

I am near Philadelphia, if that helps.