Too many difficulties with self hosting

so its time for some serious thinking about my new blog which i am thinking to host by own.So doing some Googly and finding some best guide.But yesterday I came with a tutorial about self hosting that there are so many difficulties to go with self hosting.even its not the monetary problem but it has some technical difficulties.I have to think more and more before going and doing any thing.I have choose Godady, Bluehost, hostgator for my first preference but now have to read all the review about them.I know after depending on them and going full it will not be possible to return back.so guys its my heartiest request to share your opinion about this matter.I need your help to take right decision.Thanks.