I built my first three frames without the benefit of a jig. It was significantly harder than using a jig, but was still doable.
The secret to jigless framebuilding is to think of supporting each join in position, rather than of supporting the whole frame. Use the lugs to locate the two tubes against one another, and use a simple flat surface (my flat surface was some 40mm square section aluminium tube) to hold things in plane.
My 'jig' was my 40mm square section aluminium extrusion, a handful of pieces of sheet metal of various thicknesses to space things, a long 10mm bolt, and a couple of F-clamps.
Here's the general setup for the first join:
The aluminium section is simply used to hold the head and seat tubes at the necessary angle.
The second join:
Here a spacer is needed, to account for the width of the side of the BB shell. The hole in the extrusion is used to blot the extrusion to the BB face. A large washer is used on the other side.
The third join:
Here the seat tube is joined to the bottom bracket. The extrusion is used to hold the seat tube accurately in plane with the head tube - a thin spacer is needed to account for the difference in tube diameters.
Joins 4 and five:
Here the top tube is added. I keep the extrusion in place to ensure the seat and head tubes stay in plane.
Joins 6 and 7:
This one is hard - you've got to ensure both chainstays are in the right place - I found it easiest to add one stay, then use a known true wheel to locate the second one.
After that, the seat stays are added, and you have a bike.