self hosted wordpress.org is a whole other kettle of fish
heres some learning curve of topic ive been googling since setting people up on wordpress... joy...
-apache
-.htaccess (you dont want to know)
-server file and folder permissions (ditto)
-security (ditto)
-regular updates. youve GOT to update everything at least once every 3 months, but your better off doing it the DAY that the update is released.
-phpmyadmin
-php. you really cant get far without learning how to say and, not else all of that stuff, unless you find a paid theme that is exactly what you want. mainly, menus and image galleries have required the most investigating. plugins usualy only get you half way there.
-css, but you need that on the other platforms too if you want to change your theme drastically.
basically, hosting something yourself means that you are now the IT GUY, and YOU have to investigate any incompatibilities between wp and your host.
hosting on blogger and wordpress.com, you'll never even think about it.
HOWEVER, if you have money you can pay a web designer to build and install a theme and test it all before you start, with all the features and plugins you need. BUT, you'll probably want to pay them a retainer to keep it all updated.