I started with a hosted blog at
wordpress.com because I was like you afraid that the programming would be too much work.
Soon I realised that I wanted to host it myself because it gave so much more freedom. It is really not that more complicated to manage your blog that way if you use a platform like
wordpress.
Most functions can be modified via control panels, and if you want to you can always go inside and change the code yourself. That is the real (and very important) difference between a hosted blog and by hosting yourself.
If you are planning on having ads or want to use your own theme (design) for the blog hosting yourself is a must.
If you chose a hosting company that offers auto install for your platform it is a lot faster to get started. ( I am using
BLUEHOST.COM )