I also have a site on WordPress.com. I haven't tried running a site on WordPress.org, but I volunteer in the WP.com forums and have picked a few things up over time.
As @RichHelms pointed out, the flexibility of WordPress.org will cost you (domain + hosting you're looking at around $200 a year, depending on your host), and also, you don't have the tech support you have on .com. On .org you're responsible for your site's security (.org sites get hacked often and fixing often requires a complete re-install), spam protection (often at additional cost), backups, updates, and fixing anything that breaks (which usually means scratching around in the html and php code), as well as your own SEO. On a self-hosted site you'll typically also have limited bandwidth, though that depends on your hosting agreement.
On WP.com, on the other hand, you have unlimited bandwidth; security, backups, spam protection, updates and tech support are included; multiple redundancies on their servers mean the chances of your site ever going down are very slim; the SEO is very good without you needing to do anything extra besides creating content; and of course, even with the Premium upgrade package it's cheaper than self-hosted, with the possibility for entirely free. The trade-off is restricted options regarding features, customization and advertising and being the guinea-pigs for the WordPress software developers.
What you need to decide is whether the features you want (aesthetically and in terms of potential income) are worth the continued cost (monetary and time/effort) of making the change.
Many people without advanced computer training manage to successfully maintain websites on WP.org on a daily basis, but I'd strongly recommend learning how the software works before making a commitment and spending any money on going self-hosted. You can play around with a local install of the software on your computer (you can set up a virtual server to host the site on your hard drive for development purposes) to familiarise yourself with the platform first. A WP.com forum volunteer has also told me the WordPress for Dummies book is good to learn the software.