I think you need to print quite a lot of parts before you are saving money doing it yourself... quite a lot of parts indeed.
I looked at my last invoice from Sculpteo... two parts, about the size of a small egg. I paid around $15/ea. I ordered on September 3rd, they were shipped on September 6th by UPS Express which arrived in 2-3 days from France to the USA - and I paid $6.50 for shipping. My total bill was $37.12
The parts are infinitely better quality than any hobbyist 3D printer. They are dimensionally accurate, the curved surfaces are smooth as silk. They have #2-56 holes in them which came out great from the printer. They are virtually perfect copies of what I see on my screen in Solidworks.
That is not really a fair comparison, IMO - Sculpteo uses professional machines using the SLS technology, likely from Stratasys (new owners of Makerbot, btw) that cost somewhere around 100k and upwards. So no wonder the quality is a bit elsewhere than the cheap FDM printers can achieve.
How many of those parts do you order annually on average? Also, the 3 days lead time is very short, that was not my experience with them at all. You have most likely got lucky there.
Comparing hobbyist printers, I can go on MakeXYZ and pay $0.25 per CC... let's say that is 5 times the price of material.. you'd need to print an awful lot to cover the expense of your own machine.
Lucky you. This is not the case in the most of Europe. For me Sculpteo is the cheapest available and is local, most others are abroad and shipping to Europe can cost a bloody murder (especially UPS/DHL/Fedex).
I am not close enough to commute to the few hackerspaces in Paris (gas or train cost quite a bit more than in the US here) and we don't have anything like that anywhere near. And I am not living out in the woods somewhere, Compiegne is a reasonably sized town.
The cheapest I have seen was going to the FabLab of the local uni (not open to public, only to the students) and there it costs 0.20EUR/gram (pricing by volume is nonsense, because it depends on the fill rate - most larger objects contain a lot of "air"). That is basically the cost of the filament + some wear of the machine, the rest (electricity, rent, machines themselves) is subsidized by the Uni or done by the students themselves. So if you have a commercial service nearby that can do it at those rates, excellent, but that is far from being the rule.
If your only option are services like Sculpteo and not services that do it basically for the price of the material + salary of a tech loading the filament and removing finished prints, the printer will be quickly cheaper if you are printing a lot of parts. Electricity is mostly a non-issue, the printer doesn't run that long at a time. It certainly consumes less than a PC or a modern large TV. Mine is powered from a way oversized 500W ATX PSU, so the electricity cost per part is perhaps few cents tops. Bad prints happen, but on a reasonable machine they are fairly rare. Repairs and maintenance - depends on the machine, that is why I was recommending RepRap-based designs, because the parts are cheap and widely available should anything break. And well, learning curve - certainly, but people buying these hobby-grade machines most often don't count that, because learning is one of their goals. I can certainly understand the appeal of not having to deal with that, then you are better off using a service.
Anyway, I have already said that for me the main reason to get a printer wasn't really the financial aspect. I am certainly not making that many parts, it is more a toy and hobby for me, same as people buying multimeters and scopes for hobby work.