You know, I often have thoughts like this. When it's going well, it feels great, but on the bad days it feels terrible! I don't think any relationship, with a DP, kids or step kids, is going to be 100% perfect. I think if it is, one of the people in the relationship is either lying or kidding themselves.
I sometimes have days when I feel I just have to walk away and detach, just for a while, just to breathe quietly on my own. So I might go for a half hour walk, or take a run, or lie on our bed for 10 minutes. Or I need to take my children off for a while. We still do things separately sometimes, including separate holidays occasionally. I think the key is to recognise when you feel that, and to understand when your partner feels that, and allow it to happen.
I count myself as fairly lucky in the step-parenting front. I have DSCs who are for the most part lovely, polite, intelligent, respectful children. I have DCs whom I hope DP feels the same about (I think he does!). We have no joint children. We have DSCs at least 50% of the time, and my DCs only a bit more - so in theory none of the DCs feel that this is primarily the other DCs' home and not theirs. None of them has ever expressed that to either of us anyway. We have strict rules about not using other DCs' stuff, or going into their rooms when they aren't there.
The thing I sometimes find difficult is leading a double life - with children and without. It goes from being noisy and busy to quiet and calm in the blink of an eyelid, and I often need half an hour to readjust!
I have also found that this hasn't been an easy road - it has taken several years for me to feel that our children have begun to settle into this family. By definition, they live in two different families, one with us, one with their other parent. I can only imagine that is difficult. In one house you are the eldest, in another the youngest, with different rules and pecking orders, and different parenting styles. I think the kids too sometimes walk a tightrope.
The one thing that I think makes the biggest difference is the attitude of the exes involved. We are lucky. Both my ex and DP's ex are supportive, and we are able to communicate so that we can co-parent rather than parallel parenting, or fighting and using the kids as pawns.
As for shared finances, we only share finances for our house. Other than that I am financially independent and so are both our exes. No arguments that way. We share costs of birthday presents etc for the DCs and DSCs, but we have equal numbers each so that's easy!
The key - it must be communication. Also holding on to memories of the good moments, and dealing with and then moving on from the bad.