You could do it yourself, but that's time consuming, tedious, and unless you really know the ropes, you run the risk of getting incomplete or inaccurate information. That's why so many companies have been formed to provide criminal history searches. Most are reputable, some are not. Many can help you to get the information you need to protect you from harm and liability. Others only provide the illusion of security.
Many companies use a database compiled from the public domain by a third-party provider.
Databases yield only an index of cases filed on the name you provide. There is no cross referencing, no records of pending cases, and the information is at least three months to three years old, frequently older. The only advantage of these kinds of services is that they are inexpensive. State agencies are cost effective and accurate, but generally take an inordinate amount of time to return results. You could lose a good employee, or hire a risky one in the meanwhile.