Self-publishing nightmare!

Researching is key before you decide to self-publish but I am personally finding it an absolute nightmare!
A week ago I was convinced by the Amazon Kindle and publishing through Create Space; but having made thought that I would look into other avenues, read some discussion forums, it has now put me off the whole idea and back to the notion of sending emails and letters to agents and publishers.
While this is the traditional way, it still cannot guarantee success any more than e-publishing.

Let me explain how I reached the decision to publish in the first place. A few weeks ago I was stuck; the play I was in had finished, I had a few competitions to enter and a children's book to read through but I didn't want to. It was not right, at all, lacked something.
I was/am off working usual office hours, taking and getting work when I get it in various acting gigs and writing projects, so the thought was that I would use the time to pick up the book and start to find out what it was that was stopping me taking it to the next step.

That was it...I was hooked and the book, in my opinion, is far better.

During the process I took time out to look at what to do next and sought advice  from some published authors. I had contact with some amazing people: Michelle Harrison; Ty Johnston and a few others. What Ty and a couple of the others told me was that the publishing industry is going through vast change and that e-book publishing is a good way towards getting noticed. It costs very little (free at Amazon) and you have total control over the whole project. Once published it is down to you to sell but with Facebook, Twitter, Google+ etc, there are plenty of opportunities to do so.

Then I looked at Authonomy; Writers Digest and Red Room who each had various discussions about the pro's and cons. Now I am feeling apprehensive and confused. What I got from these sites is that the traditional way of approaching agents/publishers should be completely exhausted before choosing to publish an e-book.

Now I can understand this; a year ago I would have completely agreed; but lately I have noticed an increase in interest in e-books. For instance, two weeks ago I read an article of authors who have been discovered by large publishing houses after publishing themselves first, the most notable author being Christopher Paolini with his Inheritance Cycle. The first book of which, Eragon, started on-line. His latest book was given as much press as a Harry Potter release.
So is it not that if a book captures an audience it will do so, regardless of format?

I am confused. Pirates Vs Fairies could be so much and I am so excited by it. What I guess I got from reading these sites is that to some there is still a snobbery towards e-books, that it doesn't seem like it has taken all the hard work that authors should go through. I have been there, I have a box full of rejection letters from previous novels that will probably never see the light of day.

But what if this is the future and that, for authors, the world is changing much as it has for musicians. A Kindle or other device gives a new platform to express yourself. If you take yourself seriously then why can't you sell your book as business without an agent or a publisher. It may be a good start, it may be a more efficient way of sifting through the slush pile and then approaching authors who already have a fan-base behind them. That could be a draw for an agent, because then if things do take off and you start having to sign contracts, movie deals, toy manufactureres (I can dream!), you will definitely need a professional hand guiding you.

Perhaps I have now talked myself into it. E-books are the future, but books are by no means dead.