I suppose it all depends on what you want to achive. Your name on posters all over the country, airplay, mediabuzz - forget it
I have put out a 10" vinyl with on own label, and am about to release an MCD by a talanted local act me and my peers want to support. However, all this has simply meant increased credability for the bands in question, and reviews, quite a few gigs, a bit of attention in the particular scene and a WHOLE lot of hard work and curses.
I can honestly say that it's fun to do it all by yourself, but by now I sure do know that I am a musician first and a "businessman"... we'll I'm not. I'm a guy putting out records, really. What I was trying to communicate was that it's a lot of work for little, depending on your goal. But it sure is great to hold that record in your hand once it's finished
I'm a bit sleepy, so please excuse me if I'm being a bit unclear here...