I've never bothered with self-signed server certificates, because they seemed kind of half-baked. I went to the extra effort of setting up my own CA (with granted, a self-signed CA certificate, but you can only go so far up the food chain without spending money) and use that to issue server certificates for my servers.
Then it becomes an issue of clients installing my CA certificate into their browser as a trusted CA, and all my certificates are trusted.
I consider self-signed (or private CAs) as a cost-avoidance mechanism. If you want the real experience, you have to pay for it...