I don't get many warranty claims but like Rory says i prefer to pay a warranty company as it removes me from the claims procedure and i don't have to go back and forth with customer and mechanics etc, i'm on my own so its one less headache i have to deal with and that's worth the warranty price for me.
Same as doing all your tax/vat/accounting, sure i could do it in house myself but i'd prefer to pay an accountant and free up some time.
This game can eat up every bit of spare time you have so i will always try and buy back bits of my time by paying others where possible.
I used to self warrant until one day i was at the airport ready to board a plane for a long overdue holiday, i was just about to turn my phone off when i got a call from a customer that had bought a car about a month prior and was going ape s**t down the phone about a problem with the car, i ended up spending all of my holiday trying to get the situation resolved. For me its well worth the money to partially remove myself from the warranty procedure.