To self-publish or not.

I'm doing what I'm supposed to do but as we all know, these things take time. Getting an agent and then a publishing deal takes time. Especially for a new author. I'm thinking about doing some self-publishing, accompanied with a full marketing plan. I know my path is to become a full time writer. I've never been more sure of anything. The big question is...which way and how do I get there? Do I do the big waiting game like all of us writers are forced to do? Or do I step outside of the box and take things into my own hands? Now, I'm not too much on the waiting around game. I like to make things happen. Movement causes movement. Either way, I know that some day I will have a publishing deal. I just need to figure out which direction to go in the mean time.
What are your thoughts on self-publishing? I'd love to hear your ideas and thoughts on the whole thing.