Yeah, I would go for a self rebuild. I would say on a scale of 1-10 where 1 is never touched a spanner and 10 full accomplished, I am about a 6-7. I have re-built several engines and it is all about taking your time, measurements and not cutting corners. It is not difficult, but is just scary at first because you don't know what kind of job you have done until it is back together and running.
You will of course need to find a local machine shop for some of the work on the head (re-face, possible valve guides), but other than that, you can go it alone. I would also recommend fitting as many new parts as possible (pumps, idle pulleys, etc). It is false economy to save on something like a cam idle pulley to have it destory your new engine.
Quality tools will make a differenct to the job too.
I have built 3 engines (1 for my pug 205 gti rally car) with no formal training and none of them exploded.
Also, you will read loads of conflicting info about build and run in. I don't think there is an agreed methodology.
I personally, use clean oil and a very high quality bush to coat everthing in oil as the engine goes back together (some people us an engine building paste, redline do some I think), I turn the engine over (spanner) before the head goes back on, to prime the oil pump and check that it is working. Once in the car, I start it and run take the car for a short drive immediately, doing several part throttle accelerations followed by slowing under the engine deceleration (apparently helps get a good seal with the honned boars and rings). Once back, check everything over.
I have not been in gearbox yet, but that is to come, because my Na6 box makes nasty noises

Si.