Do it myself, mainly because:
I sadistically enjoy it
I know it's done right
I can keep an eye on any developng issues
Yeah, it is cheaper
I take mine to a main dealer because it barely works out any more than a specialist, and I get an excellent level of service which includes free courtesy cars, or a nice waiting area with WiFi and a selection of new cars to mill around, complimentary lunch etc. All at short notice, too.
I also like the fact that should anything not go to my satisfaction, I have a large dealership with the resources to fix the problem, and if that doesn't work, the ability to escalate to the OEM.
Just pay the main dealer to do mine, not exactly bank busting but no exactly cheap.
Main dealer.
The local indies apparently think it's fine to stick el-cheapo multigrade in a PD diesel. I think not.