Cost of putting up a Wall

Something like $10,000 VERY roughly. Depends on many things - like do you need a door in it, do you need it painted, then what kind of skirting boards you have so that it all matches, what kind of electrical outlets you want in that wall, and what things you might need to move to put up that wall.

What's the function of the wall?

livingspaceinc.com
http://thewallpeople.com/home.html

These companies specialize in temporary walls (there are a few others). They can add doors, french doors, different window shapes, fans, etc. Would probably cost 2-3k. They can install and paint (usually only white) within 2 days.

I think some of them can handle soundproofing, but if you're looking for something more permanent like what kah is suggesting (electrical, moldings that match something existing) you're probably better off getting a contractor.