But the messing is fun. Half the fun in mining (for me) is setting up the hardware, keeping it running, trying to overclock etc.
Mining with no hardware is just weird - I pay some BTC, hoping that the guy I paid to will later pay me more BTC.

Then again, I also run other stuff in my servers just for the fun of it (without any expectation of receiving money), so mining BTC with local hardware is great - I get to run more devices and this time I actually have a hope of at least not having to pay for the electricity (if I'm lucky I'll even get the money I paid for the device back and maybe some more).