What's wrong with being an indie author?

I know you have to come out of your pocket some to do it but I don't see a problem with that plus i've read some pretty good books that were self-published. But some people act like it's not a good way to go. I was thinking it would be a good way to get started since I'm having trouble finding somewhere to publish my work at which is a teen suspense series BTW. But I don't want to do it if it's not a good way to get published. I need some honest opinions about this.