The only craftable airships we know of so far are the Free Company airships. They're basically like glorified retainers though, going out on sorties without player intervention. Seems a pity, since I would have liked the ability to explore my own ship and journey on it. Granted, it's not exactly a feature which would add gameplay, it's just cool and fun to ride an airship sometimes.

I almost miss FFXI's airships... then I remember the number of times I missed one by a hair and screamed at my screen. So, maybe I won't go that far.