All too often this is perceived as a bad thing. So:
- You spend time asking an intelligent question.
- In the process of writing it up, or (as Cody said) condensing it into a useful explanation you find the answer. (Either before or after you ask the question)
- You answer your own question
So what have you accomplished:
- You made a useful contribution to the knowledge base here -- if not, it would've been down-voted & closed eventually.
- You provided a question which has a clear answer, not some drivel for opinion submission, overly-broad or off-topic rant... would've been closed by a moderator.
- Your answer is useful and others vote it up. Great! If you're answer is only partially complete, you've still left the opportunity for another use to come along and improve it.
You help out here, you gain rep. Sounds like a plan.
Disclaimer: As the Stack Exchange community is not designed to replace the blog-o-sphere, please don't do this a great deal.