A 'Framing Nailer' is more powerful and 'shoots' longer nails to work well with typical framing lumber. They may 'shoot' a couple size nails but they will be the larger ones. Can not use for wall board - will break thru the drywall. A 'finish nailer' will 'shoot' several size nails but typically the small head finish nails only. Face it, there is not one tool to do all you need. A good Framing Nailer can run $175 to $250 or so. May be better to rent one for the framing stage. Screws work better for wall board - get less 'nail pop' where the heads come up above the surface later. Can rent a screw 'gun' that will speed up the process.

http://www.harborfreight.com has some good sales on tools. Do a search for Framing Nailers and see what they have or select Air Tools and then Staplers and Nailers to see various types. Here is one of the framing nailers for $139 + shipping: http://www.harborfreight.com/cpi/ctaf/Displayitem.taf?itemnumber=46240