I have only used the self cleaning feature in an oven one time, and I didn't like the heat or the smell.
I don't usually make a mess in my oven, and clean it up right away when I do, so my occasional spot cleaning is really enough without the self cleaning cycle.
I think some people can really slop up an oven or a stove top, and others are just a little more tidy as they cook and bake.
Always remember to remove your racks before self cleaning, as they won't slide well if left in during the cleaning cycle.