For the second time (IIRC) since I have joined SO, I have found the answer on my own, immediately (within minutes) after posting the question. I answered my own question the first time, but seeing that there are some "scandals" where people ask and answer, just to get reputation, I am not so sure anymore. Sure I can select my own answer after 2 days, but I am confused.
No, this is perfectly okay practice. There is no rep gain for answering your own question; accepting your own answer will not give you the 15-point bonus; and you can't upvote your own answer.
If no other answer is correct, it is perfectly fine to go this way; it is even encouraged.