I agree with others, wet darkroom is pretty much out of the running nowadays.
On the question of printing yourself vs. having a lab do it: Depending on how many prints you make, it may be difficult to recoup the cost of owning your own printer, compared to having an inexpensive lab do prints.
On the other hand, as Ernesto says, if you want to have absolute control over the entire process, and have your choice of high-quality media, then printing at home is the only way to go. You will have additional start-up expense, and you will need to learn some skill in printing, but for most of us here, controlling the entire process is worth the cost. If you sell prints it doesn't take long to recoup the cost of a printer.