Both options can be expensive, but the latter option, personal research, is certainly more rewarding. If you do decide to personally visit the archives in the Czech Republic, it's important to be prepared before you arrive. Only rarely will you encounter an archive employee who speaks English. Since many of the documents in the archives' holdings are in German, the employees usually have some level of proficiency in the German language. An English-speaking researcher can still be successful in their quest, but it can prove to be exasperating, both for the researcher, as well as the archive employees, if Czech or German is not spoken.
Language can also be a barrier in reading the original records.
Deciphering German Gothic handwriting is probably the most difficult aspect of doing genealogical research in the Czech Republic. Most vital records in the Czech Republic were recorded in this handwriting style prior to the mid-1800s. To the uninitiated, these records appear to be random scribbles. There are a number of books to help uncover the mystery of German Gothic script, but a certain amount of time staring uncomprehendingly at these chicken scratches seems inevitable. It's probably a good idea to work on this before you arrive at the archives.