It is common to hear modern hypnotists say that "All hypnosis is self hypnosis", which simply means that when you consult a hypnotist you will not be "programmed" by the hypnotist, you will "program" yourself with the help of the hypnotist. Since hypnosis isn't something that "done to you" it is also possible to hypnotize yourself.

Self hypnosis can be used as a supplement to the treatment you receive at the hypnotists office, but self hypnosis can also be used by itself. Just like anything else, self hypnosis is something that takes practise. The benefits of practising self hypnosis are many. One way that I use self hypnosis is to wake up in the morning at a specified time, when I have something important to attend to. I have found that waking up by myself instead of using the alarm clock is much more pleasant. I still set the clock to be sure that I wake up in time, but I have yet to experience the need for it. It's normal for me to wake up within 2 minutes of the time I have specified before going to sleep.

Some people who are more trained in using self hypnosis than I am, can use self hypnosis for pain management. Dave Elman describes how he uses hypnosis for pain management in his book "Hypnotherapy". Instead of receiving anaesthesia he would use self hypnosis. If you would like to reap those benefits of self hypnosis very fast, I suggest consulting a hypnotist or even attending a course in self hypnosis.