Not necessarily for the simple services (10, 30, 50 etc) that are a fluid and filter change and inspection. If you have the ability to do a proper job using the correct parts, following the correct schedule then there is no harm in doing it yourself.
But you may find the lack of a proper service history will put any potential buyers off in the future when it comes to selling time. And also you'll have to prove beyond all doubt that you have correctly serviced the car when it comes to making any warranty claims. Legally you're fine, as mentioned above, but we all know how picky main dealers can be so make sure you have detailed records of everything changed / serviced.