I am currently on shared hosting, and have been recently looking at the idea of switching to a VPS instead. From what I have gathered, a VPS allows you more control over your server setup. But at the same time you have to set it up yourself, and maintain it. This is the bit I am asking about...

Despite the power and flexibility you get from using a VPS, you have to take care of it yourself. Is it worth it?

^{_{Some context: I am primarily a Windows user, but have been tinkering with various Linux distros off and on for several years. I know enough about Linux to get by, or to be dangerous - take your pick. I've also done some tinkering on my current host, but have no serious sysadmin experience. There's always a first time!}}