If you're going to self-direct, need to choose a philosophy...
Long-term growth: Your portfolio should be similar to the age-group buckets that 401k/IRA brokers offer. You can spice that up with specific picks where you've done the research or think you have some industry insight not generally available to the market. Definitely potential to do better than the market.
Speculative/short-term gains: Day trading basically. Risky if you're playing with your only retirement income.
Either way, you'll need to be willing to commit significant time to research and management, especially in the later case. That's why I don't do it.