Bike Touring/Packing….what’s the catch?

Just been doing a week of ‘cheque book touring’ in Denmark; hired bikes, self-guided, hotels and gear moved in-between.  Great fun but, as usual, the conversation went onto, “should have brought our own bikes”, “we can just carry our own stuff”, “wouldn’t it be great if we were making it up as we went along”.  The credit card total was ticking over nicely; especially when you’re hungry and thirsty at the end of the day.  Sounds great to make the leap into self-organised touring/packing but always feel that, unless you’re happy to stomach an astronomical bill, camping out is on the cards.  The magic might be lost clambering out of a sleeping bag into a wet morning.  I know people who have camped, occasional hotels and no cooking.  Flying with my bike; I haven’t done but there’s plenty of advice out there.  Any good lessons from people taking the plunge (even the amusing stuff!)?