If I have the tools already, and have good pictures to follow, I do it.

If I don't have the tools, and kinda don't know how it's supposed to go, nope.

I replaced my bars, but let the LBS replace my headset.

I'm happy to play with my brake tension with the barrel adjuster, but let the LBS do the cable-length stuff.

I replaced my own pedals after the gurus at the LBS showed me the basic idea and sold me a long-handled pedal wrench (cuz I'm a wimp and know it).

etc.