Each printing service has its own ups and downs, and of course, each photographer has their own preferences. For what it's worth, I use Costco most of the time to get prints of digital files, as do many of the people I know. It's cheap, convenient, and their processing is archival, since they use high quality, commercial products. However, many people I know also eschew Costco, since their color accuracy is suspect, mainly due to the training (or lack thereof) of their staff. In addition, many people also prefer the look of inkjet prints, and like having the control of making your own prints.
Really, the only way to know if a commercial service suits your needs is to try it out. Send a few images (with a mixed variety of what you will usually send) and have a look. I wouldn't suggest making your own prints unless either you are really into making your own prints, or cannot get what you want from commercial services.