I bounce between booking my own and using a travel agent. most times i use a travel agent i'm disappointed. everytime i book my own it's spot on. At the moment, i've got a corporate relationship with a travel agent and it's still not that good. after talking through how important FF programs were, they managed to somehow stuff up the bookings so i lost a years worth of Aquire points.
everytime i've had a spectacular failure, it's been with a travel agent. only issue with booking my own so far is forgetting to book one leg on a 20 city run through the USA.