The fact of the matter is that you will not have enough to solo mine effectively unless you have ASICs or a whole ton of FPGAs. Assume that you have five really beefy graphics cards running at 600Mhash/s each. With 3,000Mhash/s, you will find a block on average every 80 days at the current difficulty, which isn't worth it.

Instead, I would recommend setting up a P2pool node (just a computer running bitcoin and p2pool) and pointing all your miners towards it: https://bitcointalk.org/index.php?topic=18313.0

You get that great solo mining experience, the excitement of finding shares (which is almost as cool as finding blocks) except that you will actually get to make some coinage before the difficulty continues to jump over the next few weeks/months.

Alternatively, some people would tell you to join a regular pool because it will be a lot easier to set up. More yet will tell you to stop mining because unless you have free electricity it isn't worth the cost. Personally though, I would tell you to go ahead and try it, just to say that you have done it before, with the understanding that you will not make much.

Have fun!