There are lots of good arguments on both sides of that question. For one thing, it won't cost you any more to use a travel agent, and possibly less. They sometimes reserve blocks of cabins and offer incentives the cruise lines can't or won't.
But if you can do it yourself, why not? Travel agents are professionals and if you need professional help, get it. You don't need a doctor for a common cold, but you wouldn't try to take out your own appendix.
A cruise from a U.S. port with domestic air and a hotel stay I can do myself. When I took my family to the Baltic on a different cruise line than I usually use, with international flights and stays in new foreign cities, I got professional help. And yet there are many here that could have done even that themselves.
It's all up to you--what you are comfortable with.