Ooh, what a lovely dilema to have to ponder.
I've been reading the Country Smallholding magazine only today and there was an article on pig housing - one was just showing photographs of a sty where a boar had given himself a good scratch and ended up coming through the breeze block! Apparently hollow blocks with metal rods for reinforcement and then backfilled with concrete is best to prevent this apparently.
The other article was regarding housing pigs over winter - if this will apply to you? Either good insulation in or around your sty or better still, bring them indoors as the love their creature comforts (I love pigs more and more when I read things like this
).
I do wish we had a bit of a small holding as I would love to expand on the chickens and the veggie growing.