I did a LOT of research and talked to 2 builders about how to run a metal chimney through a roof.  They told me to use Metalbestos stove pipe for the flue, this is stuff is insulated to prevent fires.  I found 2 sources for the parts: ACE Hardware, and Venting Systems, although in retrospect I might have saved money by ordering the parts directly from my local ACE hardware store.  There is a very useful Installation Guide that I found on the Metalbestos site that helped a lot.

I began with a big pile of cool looking stainless and aluminum parts on the floor of my workshop.

I started the installation by cutting a hole in the 1st floor and framing it in for the finish support.  This part needs to be securely mounted as it takes the entire weight of the chimney, which can be substantial.  I will need 12 feet of double walled Metalbestos pipe in 3 ft lengths.
 

Here is the finish support mounted, and on the right is a view of the hole in the floor in my office above with the fire stop joist shield installed.

Here I am cutting the hole and a view of the pink soffit vent exposed.  Note that I cut under the shingle to allow it to overlap the flashing.

It was a chore to cut out the foam insulation!  I used a drywall saw and a lot of sweat to get it cut out.  I paid for 4" sprayed in, and got the benefit of extra thickness where the soffit vent touched the roof.

Here is the flashing going in. And the pipe installed with the Attic Shield around it. The shield is probably overkill as I intend to box in this section later, but I like the extra heat barrier.  The rule is that the insulated pipe should be at least 2" away from all flammables which explains the big hole in the roof!

It was too dark by the time I had the stove pipe installed to photograph it, here it is the next day.  I hadn't noticed that I had the storm collar installed off kilter - oh well.  I put a bead of high quality silicone around the top of the flashing.

In theory the top of the pipe should be at least 10 feet from the nearest part of the roof, I'm not sure I achieved that, but it looks safe to me.

Back inside on the next day, I framed, insulated and drywalled the corner of my office that the pipe passes through.

Now all I need is the stove!