The main reason to buy and use a printer of your own is the same reason you'd set up a darkroom in the olde dayes, it's about control.
Executive Summary: Only get a printer if you think you'll enjoy making prints that are perfect, in degrees that are obvious, to degrees that most people will never notice.
If you just outsource to a good shop or person, you'll get fine results back. If you're me, for instance, that's all you care about. Fiddling with the tiny details isn't something I am interested, working wet or digital. If you're you, you'll probably be MOSTLY happy. If you work closely with a good custom printer, you'll get even better results. A good custom printer will notice and fix (or suggest fixes) to things you would never notice yourself. For which you will pay more money.
If you get a printer and really start working with it, and you're the right sort of person, you will start to notice things that you wish were a little different. You'll tweak things and re-print, and go around and around, and you'll get prints (eventually) that you like much more than any custom printer would produce for you. You will become that detail-oriented hyper-finicky custom printer I alluded to in the previous paragraph. Your prints will, in some sense, be better for it.
What's the difference between "playing around with stuff and finding new stuff to worry about that nobody will ever notice, and fixing it, and loving the whole geeky process" and "actually making objectively better prints"? I don't actually know where the line is. I'm not passionate about print quality, so I am the wrong guy to judge this stuff.
Mike on The Online Photographer put together a great post a while back on "learning to print" which basically is a year-long plan whereby you develop your own taste in prints, from the large scale obvious stuff to the finicky details nobody but you will ever see. Uh, I think this is it:
The Online Photographer: A Specific, Detailed Program for Absolutely, Positively Getting Better as a Digital Printmaker
It's not a program I am remotely interested in following, but if it sounds like the kind of thing you're interested in, you should definitely get a printer.