The thing about doing your own is you can do them at your convenience. Our Windy tends to have these minor colicky bouts. I can do a quick fecal check and if she has worms, I can worm her. But twice she hasn't had worms, and I checked her for ulcers instead and treated her for that.
I can check my horses whenever I might need to, even if it's 4 or 5 times a year. I feel like I have control over their health. I SEE how many worm eggs there are, not just rely on someone else saying, "There's a lot. You better worm them." Or "There's only a few eggs, but keep an eye on them."
Once you've done it a bunch, you get much faster at it. My kind patient local vet did a set with me (I offered to pay and he wouldn't take money) when I started because I didn't have faith in my results. I kept paying to have checked what I thought I was finding. That was a few years ago, and now I feel fairly confident.
Also, it's not that messy or gross. Changing diapers is a hundred times nastier, and mothers all get used to that.