Somewhat more recently comedian Louis CK attempted it:

http://www.huffingtonpost.com/2012/06/26/louis-ck-ticketmast...

I can't find a good copy of his conclusions from that experiment in my searches right now, but I remember his emails from around that time were not always the happiest.

I bought tickets to his tour when he did that, it was as good a ticket buying experience as there could be, and even included a download of the show. It was disappointing to hear that he has since stopped doing his own ticket sales.

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