Yes, but unless these experiments are done by pairs or groups, you are getting what is passed off as scientific results from someone who is experimenting on their own brain with a sample size of one and no control group. How do you trust the results from an experiment conducted on the experimenter's brain? What if the experimenter loses the capacity to properly conduct the experiment in the process? How would you know the difference between that and he or she being incompetent in the first place, aside from the fact that they're attempting this in the first place?
Check out Erowid[1] and see how people dealt with those 'scary chemicals'. People were being their own chemist & pharmacy at much higher doses, for much longer periods than any doctor had ever prescribed. There are certainly uncertainties, but enough people saying similar things actually do start to hone in on very real affects (that aren't/can't actually be known from an 'ethical' experiment).
A lot of great discoveries started from anecdotes.
(Or put in in another way: why don't we measure if the number of deers in Germany hair correlates with weather in Australia? Because they are even no anecdotes it does, or wild guesses why it might.)
Sure, a lot of self-reported self-tinkering may be qualified more like high-risk fun. Yet, people performing experiments on their own is not a new story.
