I myself am a firm believer in doing what you can on your own if you are able to do it in a high-quality way. I wouldn't personally print brochures in-house unless it was a last minute thing. There is just no comparison, in my opinion, between printing on a home printer (UNLESS of course, you have a quality laser printer or something) and the results of something that has been professionally printed.
As Nicole said, it's not always cheaper to print at home. I bet if you really did a close cost comparison, you wouldn't find significant cost savings by the time you factor in your time, materials, etc.
Check w/ your local community to see if there are "mom n' pop" printers. I know here where I am, there's a printer that's been around for years. They are very reasonably priced, better than Staples, Kinko's, etc. And then there's Vista PRint, Overnight Prints, etc.
Just remember we should practice what we preach - outsourcing is a good thing! It gives US time for other things, and also makes our companies look professional.