Although Diablo 3 Gold Auction House would not close until 2014/03/18, a lot of player already start to play self-found mode. They play all the way to Inferno mode both in Soft Core mode and Hardcore mode without buying items in the AH. They think this is kind of challenge as well as to increase the joy of picking up the items. There are a few things you need to know before you start the self-found.
One, you would power level your character slower than you expect. If you have friends to guide you through Inferno, it lose the meaning of this self-found. You have to play from the start with the items you pick and craft. If you have a Hellfire Ring, it is OK to have it equipped. It may be easy for you to play Normal mode in Monster Power 10 until Nightmare. It is nearly impossible for you to farm in MP10 with items you loot.
Two, try higher monster power careful with your Hardcore mode heroes. In HC mode, it is not about how fast you get Paragon Level 100. It is about how long you can survive. It is pointless if you get Paragon Level 99 and died. You have to start all over again.
Three, not compared items with other AH player. It would make you complain when you see how epic the items other players have. You should compare the items you just farm with the items you have equipped. Only 100 damage increase would worth the effort and time.
For more information about Diablo 3 Auction House Shutdown.