Risk versus reward. It's a really powerful gamble, and one that you're undertaking every time you decide to create a comic.
The risks are many, and basically start with the reading public and then work their way back to you: will the public like what you're doing and support it; will the retailers (who are your true friends/foes) buy your book and promote it; will your books be good enough to be picked up by either Diamond or a publisher; will your ideas be strong enough to warrant a strong creative team to really bring the book to life; do you have enough money in the bank to finance the creation of the book and publishing it yourself if nothing else pans out?
These (and many more—this is just the tip of the iceberg) are all great risks, and they also come with great rewards: if the book is strong enough on its own merits, it could be picked up by a publisher; if seen by enough people, it could be a commercial hit; if seen by the right people, it could lead to a lucrative deal for adaptation into other media.
Creators generally try to mitigate their risk by having a publisher pick up the tab for everything first: the creation of the comic, the printing and distribution, leaving them free to create. What new creators often don't understand is that that freedom comes with a price: they are no longer owners of what they created. The publisher now owns it, because it is really the publisher who is assuming all the risk.
As soon as you decide that you want to lessen your risk and get your book made by hook or by crook, you should also be realizing that you will no longer be the owner of your creation. It belongs to someone else if they're footing the creation bill.
Everyone has heard the adage “no risk, no reward.” This is ever so true in comics.