I was shocked and embarrassed when I saw my 'accept rate' this morning, so I went through my questions with no accepted answer to try to clean them up.
If no answer meets my needs, is it ok to answer it yourself, flag it as wiki, and accept it?
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Yes, I have done it here (DevExpress CheckEdit Control - Place label part on left) I did this is because I did a bunch of searches and couldn't find the answer, I then contacted a colleague who has worked with the product extensively and he informed me on how to resolve my issue, I posted because it will be useful for me in 6 months when I forget how to do that ;-)
The rules/regulations/FAQ explicitly state that you can accept your own answers.
BUT...often times other members of the community may look at someone accepting their own answers as trying to game the system or achieve some easy rep and they will attempt to punish the user accordingly. I do not condone this type of behavior, just pointing out that it DOES HAPPEN, so don't be shocked if there is a bit of negative feedback even though you aren't doing anything technically wrong.
Just to migrate my answer from Twitter to this place:
If none of the provided answers fits the bill, I will generally try to provide an own answer detailing how I ended up solving/circumventing the problem. I will then accept this answer if none of the others provided the decisive hint that sent me in the right direction.
CW’ing the question is IMHO not generally called for, even if you accept your own answer. However, I once got accused of rep-whoring in a similar situation (although the question wasn’t even mine, I had just edited it last, so I was listed as one of its authors) so it might be wise to do so to avoid giving a wrong impression.