is it worth doing everything yourself?

It depends what you mean by doing everything yourself. If you mean not outsourcing or hiring others to do parts, it can be very rewarding to do everything yourself, as well as save you money or a partnership. If you mean not using software such as Dreamweaver, Photoshop, etc ... then maybe it's just biting your nose to spite your face.

I was talking about using software. I wanted to program every from the shopping cart to the html pages and all of that kind of stuff. I thought about having message boards and a chat room, but not sure about that. I just don't know if it's worth doing all of that(because it would take forever to program all of it) or should I just stick with software?

It depends. Sometimes you may want to use ready made scripts or tools which help you develop faster to meet client's deadlines and such.

I would it depends how customise you want on your program. If you can get read script to incorporate within your other system, then why waste your time to develop and fixing bugs. For example, I use minibb to handle my forum, a ready script to handle file uploading etc. For scripts I can't find it online or not fit my requirements, I either develop it myself from ground, or copied and combined portions of different ready scripts.

This is how Internet so much useful.