If you can, learn how to do a basic setup yourself (neck relief, action, string heights,nut height, intonation)...there's loads of info out there on how to do it - make sure you take your time take care when doing it - not only will it save you a truck load of cash, but the whole hassle of having to cart your guitars to the tech every time something needs to be changed when most of the time all that's need is a 1/8 turn of an allen key.
But...I would have to say it's vital you get the frets sorted out professionally at the very least, as (in my opinion) they pretty much dictate how good your setup will be...If you have a fret or two (or more) that's 2 high or low you'll end up going round in circles trying to fix the symptoms in other ways that will certainly impact on the guitars playability. Also on this point, don't be fooled into thinking because you paid "X thousand" for your guitar it will be set up right - most times it won't, infact the dodgiest setup I've ever had to sort out was on a custom shop Washburn.