Is it worth creating my own website or even direct booking site?
Yes and No. First question you should ask yourself: Why am I a short term rental host? If it's simply to rent a space here and there for extra income, then you are best served with ONLY using the large OTA's (Online Travel Agency) such as Airbnb, VRBO, Booking and so on...
If on the other hand, your vacation rental has become more of a business venture, then by all means you should have your own domain name and direct booking site.
What are the STEPS to creating your own direct booking site?
1 - Branding - Name your property create a slogan
2 - Secure a domain using your property name. Try Godaddy
3 - Shop for a suitable platform for example Owner Rez or Lodgify are popular. But there are quite a few to choose from. Go to Capterra and search for "vacation rental software."
4 - Set up a payment processing account for example Stripe, Go to Capterra and search for "payment processing software."
5 - Download all previous guest emails from the OTA's you are using.
I have a direct booking site. Now what?
1 - Set up a Google Business page; this helps legitimize your domain, since the big OTA's discourage travellers from booking direct.
2 - Learn all you can about SEO
3 - Write a few short blogs about the area
4 - DO NOT remove your OTA listings.
5 - Use tools like Facebook, instagram, Mailchimp or Constant Contact
6 - Encourage repeats and referrals
As you can see this is a time consuming endeavour.