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 stuff is insulated to prevent fires.  I found that I could order all the parts I needed from my local ACE hardware store.  There is a very useful Installation Guide that I found on the Metalbestos site that helped me figure out exactly what parts I needed, it also guides you through the whole installation process.

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 16 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.

Update: A few years later after contending with downdrafts when the wind was blowing from the east, I added another 3ft. of pipe.  This has helped a lot.  The other rule of thumb is that the top of the chimney should be 3ft above the highest part of the roof.  Well, now I'm about even, but well over 10ft. from the ridge. 

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!