I set up my first third a few months ago. It wasn't too difficult if you have the right tools and know what your are doing. The more you do it the faster/ easier it gets.
As far as tools go, do you also have a in/lb beam style torque wrench? Those are really important.
I would say go for it. There is plenty of help out there if you need it and you will be able to say you did it yourself.
