I have had self-pay patients do things similar to the CNN article, and it really worked out great. I really thought it was awesome-- I got a fella a pretty comprehensive evaluation for his problem (it was a very serious problem) for under $700 (including MRI and blood work). I was excited to be honest. And, to be entirely truthful, I was rewarded too-- for my legwork and efforts to find him a low cost, but quality eval-- he paid me more than many of my insured patients would for the same services. We were both happy. He even sent me a thank-you card.
I have had patients tell me that other docs wouldn't let them do this. I don't think that's too common, though to be fair there are some labs that I would want done at a specific place, but the majority can be done almost anywhere.
HSpencer, you make some good and funny points. For me, it's the country club membership and hair implants. I'm not gonna cover those costs with $18 margins :)