That's body modification, not surgery.
A lot of my friends are in to body mods. I'm not, mainly because my parents are anal and I'd like to be able to finish attending college. I'll probably just get one that they can't see.
Anyway, NEVER DO A PIERCING ON YOUR OWN. Someone up there mentioned a person giving themselves a labret: This is a very bad idea. If you do it incorrectly (or even sometimes if the piercer has no idea what they're doing), it can erode your gums. I know someone who had to have gum tissue grafted to the gums on their bottom row of teeth because of erosion caused by a poorly done labret. And NEVER EVER EVER pierce your own tongue. You can really mess yourself up. You can hit nerves or veins and end up in a hospital.
In short, doing your own piercings is a very stupid idea. When you go for a piercing, the professional knows where to place it, makes sure the piercing is straight, gives you disinfectant/cleaning supplies for it, and gives you a sheet of instructions. Lots of people haven't got the first clue on how to take care of a piercing. Many girls who pierce their own ears have no idea why it keeps crusting over and won't stop swelling. You're supposed to clean it out and twist it twice a day to keep it loose.
If you think you're smart enough to pierce yourself, you're not. Go get it done professionally. But if you enjoy staph infections, be my guest.