I'm actually in the process of putting my store on my website, using volusion.ca.
A lot of people that want to shop with me don't use etsy, so I want to have another option. Plus, I have to be honest and say that I feel like i'm using up a lot of energy in advertising a website that doesn't technically belong to me. When I put links up on facebook for my products, people end up getting redirected to the etsy facebook by misclicking.
I also tend to lose quite a bit of my profits on here through auto-renews, renewing to get noticed, or paying for minimal advertising and service charges. In 30 days, my bills have equalled to $50 on here, and my sales are at $299.
I don't like those numbers. They don't make financial sense to me when my products are priced so low so they can reach the max amount of people with affordability. I don't want to increase my prices.