To Self Publish or Not

I have thought about Self Publishing, but to me it seems a little scary! I think for my first book, I want the help of an agent, then maybe on future work, if I have learned anything.... I was reading a friend's post on FB the other day and she has an agent, but her current book she has self published because she wants to enjoy the rewards now, and she's saving for a family vacation. Here's a blog I was reading this morning about another's viewpoint on self publishing. Check it out and let me know what you think.
http://www.thebookdesigner.com/2011/10/theres-something-odd-about-self-publishing-books/

Q4U... Have you self published or thought about it? What would be the scary part for you to do that?