I agree with ThatllDoDonkey. It is really worth persevering and trying to get your novel into a state where it's accepted by an agent. I went down the self-publishing route for exactly the same reasons as ThatllDoDonkey - my sales reached about 8,000 over a year or so but that's nothing, really. You find that when you're doing well, you continue to do well, but when sales slip, you literally just disappear.
What I really wish though is that I hadn't self-published, because the numbers sold weren't enough to attract an agent, but they were enough that I couldn't use the books again.
I've been really lucky and book 3 was taken on by an agent and will be published soon. When I look back at my first two books, I can see I've learned a lot about writing. I think if an agent had taken me on with either of them, there would've been a lot of rewriting.
It's really tough but there's always a reason why an agent/editor doesn't take you on. That's really hard to face because when you send it out it's like your baby and you're furious at anyone who says it's ugly. You have to be able to stand back and think, "OK, these agents who I've hand picked because they like my genre have rejected it. Why did they? What can I do to make the next agent take it on?"
When I look at the editing that's taken place since I was taken on, I can see the difference between my self published books and the new one. First of all the agent edited it - not line by line as she was happy with the way I wrote, but she was ruthless - "This is slowing things down", "Why do we need to know that?", "You need to explain why this happened", "That ending isn't suitable for this kind of book", etc. Then when it was sold, the editors did their bit - again, "Why did that happen?", "Tell us more about this relationship", etc. Then the copy-editors went through it, checking punctuation, grammar, tense, accuracy. Then the proofreaders got hold of it and went through line by line.
The book is essentially the same, but it's so much better for having those professional eyes looking at it. I could have put it on Kindle months ago and yes, it probably would've sold a few copies, but those would be limited to the UK and I'm sure people would've been a bit dissatisfied by it, because they'd be asking themselves the same questions the agent/editors asked.
Sorry, didn't realise how long this would be!