Other than putting out my stupendously wonderful books and waiting for millions of people buy them and then realizing that that's not happening. But I had that experience with traditional publishing, too.
That's the big drawback to self-publishing: getting your book noticed in the tsunami of self-published books. With traditional publishing, that's also a problem, but not if you're one of the lucky few authors your publisher decided to push hard. That last bit doesn't apply to self-publishing, obviously.
There may be some secret to successful PR for the self-published book, but I don't know what it is, and I don't think anyone else does, either. I'm placing my bets on getting lots of my books out there (new ones and reissues of old ones that were traditionally published) and hoping that one will hit it big on its own and result in sales for the others.
I should mention that I self-pub with Amazon and also with Smashwords to reach all the non-Amazon e-book outlets, such as Barnes and Noble, Apple, and Kobo. I also do print versions through Createspace.
The other thing to consider is the technical side of things. My wife and I proofread/edit each other's books, and we're both very good at that, so that costs us nothing. I do all the formatting and uploading necessary, so that's also free. I also do all the covers. If you need to pay for any of that, then you do have to be prepared to invest some money up front, and it's wise to assume that you won't earn that money back from sales.
We do all of the above for other people: http://dvorkin.com/ebookpubhelp.html
There are a lot of other people doing this, as well.
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