The question is not "can I do it myself" but "is it financially feasible to do it myself". If you only have a couple tanks, then it is probably more affordable to take it to your LDS. Unless that is you have plenty of money to burn and don't mind spending it.
For visual inspections, to take a training class, the cost is usually around $200 to $350 depending on what organization you are taking it through and what the instructor charges. Classes are offered from organizations such as PSI/PCI and TDI. (Full disclosure, I am a PSI instructor so I am partial to that organization.) Additionally, there is a minimal cost for tools if you do not already have them such as a good tank inspection light, inspection mirror, and other tools that you might feel like buying such as a tumbler, whip, tank vice, Eddy Current machine, etc.
For hydros, you are looking at a much more substantial cost. To get fully set up as a hydro facility, you are looking at around $20,000 to $30,000 depending on what equipment you purchase (brand, new or used, shipping, etc), training on the equipment, tools, publications, and the required cost of the Independent Inspector looking at your facility for the DOT in order to certify you to receive a Retester Identification Number. Additionally, you need to figure in an annual expense of aprox $1000 for required calibrations, replacement parts, and maintenance. Additionally, the Independent Inspector needs to come out every 5 years to recertify your facility.
Feel free to PM me or email me if I can be any more assistance.
Myles TenBroeck
President, American Cylinder and Safety, LLC
tanktest@gmail.com