It's not hard at all! The hardest part is waiting til your baby is big enough to hear faintly, which IME, using one through 3 pregnancies, has been 18-20 weeks. At 26 weeks it's now much louder, though how loud depends on the baby's position. DH always finds it, counts the beats with his watch, and then I listen. So sure, you can use it on yourself. 
Ours was about $20 through Amazon.com. It works great. I have to say, it is always a very bonding experience for my DH before the baby is born. The baby will kick at the fetoscope, it's a fun game!
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