If you meet the requirements, by all means do it yourself. I thought the process would be too difficult, so for my first "retirement" visa, I used an agent. She messed it up which cost me more than 40k baht overall. I then went to the embassy in Bangkok and asked them what the correct process was. They told me, "We don't do that here so go away." I replied, politely but firmly, "I am staying until someone explains the details of the process," which they reluctantly did.
t's very simple, and unless you have a physical impairment preventing you (or you have more money than sense), go for it yourself.