For many products you don't need to use an accredited lab to fullfill CE marking requirements.
Surely for EMC compliance you have yo use an accredited lab ?
In the past I've tested products for mains safety and things like surge tests, brown out tests, leakage and some I can't even remember. As long as everything is documented, with photos as well, then there isn't much of a problem with self certification. It depends a lot on your end customer. I've seen a case where an accredited lab did a compliance test on a 10mW transponder, they said it was radiating somthing close to 100mW, the guy who designed it was furious to say the least, how the hell can that be it's only drawing 30mW at the most, I can't remember, they admitted their mistake and did the test for free.
I've also seen the not so respectible side of EMC testing, big system with lots of wire and shit Yaskawa drives that are CE marked but would never ever meet EMC requirements, there are a few pages hidden in the manual that tell you to bypass everything with ferrite and caps inside a sealed screened cabinet, then it will pass EMC. Anyway long story short, a week of EMC testing and retrofitting useless shit, I came to the conclusion that it would never pass, not even close. The manufacturers told the major US manufacturer, it passed, WTF, and still none the wiser. Rant over.