Moving yourself is often considered the cheapest option. Don't forget, however, that moving yourself takes time, energy, and still involves some costs.
One option for a smaller move might be a hybrid service, in which you (and your friends and relatives) load the truck, but a hired driver actually gets it to the destination. If you're nervous about driving a truck, this might save you from adding stress to an already draining experience.
Professional movers are worth the expense if you're moving a large amount of material and/or going a long way, or if you need to care for kids on moving day.