Lyman makes good guns. I have never built a Lyman kit but I'd expect them to present no significant problems. Most of the work involves sanding and finishing the stock. The barrels used to come in "the white" and you could brown or blue them as you pleased. Some of the manufacturers of kits have gone to providing a blued barrel with their kits and all you have left to do is sand and finish the stock. I don't know if Lyman has done this yet or not. If you get the barrel in the white, all that is required is to polish it to about a 220 grit emery cloth and then brown it. I personally like Laurel Mountain Forge cold browning solution. It takes time and you have to follow the directions carefully but if you can do that you can end up with a beautifully browned barrel. The brown that you get with Laurel Mountain Forge solution is a traditional soft flat brown. Birchwood Casey's Plum Brown requires that you heat the barrel with something like a propane torch to get the solution to work. I find that to be too much trouble but will provide a shiney brown finish if that is what you prefer. Either is easy but requires that you follow the directions and have faith. Neither will be an instant brown and both require several coats to get the nice even brown that you want. Either will get you there if you follow the directions carefully. Even if the barrel is in the white, all of the other parts will be finished and require no work on your part.
I'd have absolutely no reservations about building a Lyman rifle kit. You will end up with a mighty fine shooting rifle and if you do your part in the construction process, you will have a nice looking rifle as well. I bought a finished Lyman Great Plains Rifle and it is one of my favorites. The barrel has a 1:66 twist rate and is best suited for patched round balls. That's all I shoot. If you want to shoot conical bullets instead of round balls, you will want to consider the Thompson Center kit. It has a 1:48 twist rate and will shoot conicals okay. Since my personal preference is for the traditional patched round balls, I find the Lyman Great Plains Rifle more suited to my taste. If you are interested in shooting modern jacketed pistol bullets in sabots (yuck!), you will be more satisfied with one of the in-line rifles. They have the fast twist rates that will better stabilize the modern bullets. The problem is, I have never seen an in-line kit.
One caution, if this is your first black powder rifle to own, do not get a flintlock. Flintlocks require some experience as a black powder shooter. They have a lot of things that require knowlege about flintlocks that you do not have to worry about with a caplock. In addition, they will not shoot any of the black powder substitutes. You must shoot black powder in them. Trust me on this.....been there, tried that. It doesn't work!! After you master the loading, shooting and care of a caplock, you will be ready to move on to a flintlock. Flintlocks are just better suited to the more experienced black powder shooter.
This is just my humble opinion based upon almost 40 years of building and shooting black powder rifles.