To me the question is like: "do I learn to drive a car?" or "do I always take a taxi or bus to go to the store?" If you value self competence you do it yourself. This is basic skills type stuff.
If you have antique knives or if you bought custom knives costing hundreds of dollars with the intent of reselling them, don't sharpen them at all. Otherwise you should learn to do it. See the sharpening FAQ for techniques.
The best way to practise is on good, cheap, dull, knives. Go down to Goodwill and buy some used kitchen knives. Look for some good brands like Chicago Cutlery, MAC, Spyderco, Sabatier, Henckels, Victorinox, etc. The steel in these will be in the 55 to 58 rockwell range. This is easier to sharpen than a lot of hunting knives, but tougher than some cheap knives like Tramontina. The medium hardness steel mixed with the thinness of the blades will allow you to practise creating an edge in a reasonable length of time. If you somehow ding the blades or scratch the surfaces you will only be out about $1.00.
Note that these knives will be sufficiently dull that you will need something more abrasive than ceramic rods for your hone. If you go to a Home Depot you can find a Norton combination medium/fine grit bench stone for under $10.00. You can spend more, but it's nice to learn on something that costs less than $50.00. I do a lot of knives and like to use diamond plates. These tend to cost over $50.00 if they are large.
When you finally sharpen your "good" knives, if they are really show pieces you may want to protect the sides with some adhesive tape. Leave about 3/16ths of an inch of the edge region exposed and protect the rest of the blade from accidental scratches.
You may find it takes more time to sharpen your knives than you expected. The commonest problem is not working long enough.
