Sure you can as long as you have an efficient selection method for your desired recombinants. Read this paper and you may get an idea of how to approach your research problem. If you have any specific question I'll be happy to try to help you with that.

Good luck

thank you  Anirudh sir , this paper explain and alternative to plasmid and vector ,but it a common to phagemid . as the paper didnt specified about the quantity of protein .just a method protocol which will help me .

but being specific i want the possibility of expression of protein in artificial Bacteria by inserting the Gene of interest direct in the genome of bacteria .without any cosmid or phagemid when preparing the artificial genome of the bacteria. i am mainly focussing in stability and productivity.

sir could u help me out further.

if you want to avoid lysogens, you can use recA mediated homologous recombination. there are many well established protocols for doing this--some of which employ suicide vectors like sam mentioned. there is a nice description of such techniques outlined here:

http://www.biotechniques.com/BiotechniquesJournal/2005/March/Strategy-for-chromosomal-gene-targeting-in-RecA-deficient-Escherichia-coli-strains/biotechniques-45409.html

what level of expression are you looking for? plasmids have the convenience of inducible/tunable expression which may be tedious to engineer into a chromosome. 

of course, you can always go the Venter route and chemically synthesize an entire chromosome :)

Sent me you email id. I'll try to sent you a detailed plan for achieving your experimental goal.