Should you use a local developer, submit it online, or do it yourself? A lot depends upon your goals, patience and equipment.
If your goal is to mass produce a large number of 4" x 6" photos, I suggest either using a local developer or uploading the images to an online site. It is hard to beat prices as low as 10 cents a print doing it yourself. Sure you won't have ultimate control, but in a 4" x 6" print how much are your trying to express.
Where it gets interesting is when you wish to print larger. I rarely print unless I am printing large. While I used to print photo albums, typically printed at 14" x 9.5" to show the detail in my photographs, I really don't do that much anymore. Instead when I print, I do so favor the wall at sizes of 13" x 19" matted in a 18" x 24" frame. If I want larger, I upload my files and get them printed online.
Today's photo printers handle 13"x19" for as little as $250 on sale or with a rebate. While many low end, ink jet printers use dye based inks, hold out for a pigment ink-based printer. Pigment inks will resist faded for at least 100 years. I just picked up the Canon Pixima Pro 9000 Mark II for a final cost of $250. You can't beat that for bang for the buck. Previously I had the Canon 9900i. While dye-based, the photos produced were vibrant and after years there has been no noticeable fading.
The key to home printing it to use quality paper and inks. I use only Canon inks and high quality photo paper. When printing, it is very important to match the profile of your printer, via software, to the paper you are using. Otherwise banding will occur and your image will be worthless.
Color Lasers/Die Sublimation Printing