Self-publishing is an incredible amount of work, especially if you do it well, as Hocking obviously did. A self-published book that's sold less than 10,000 copies, as an absolute minimum, typically makes it much MORE difficult for an agent to get a publisher interested.
Note that I'm talking, first, about self-publishing a book that you'd actually prefer to sell to Random House or Penguin or Simon & Schuster or any of the other "biggies." Hocking's deal with St. Martin's Press-- a "biggie" by anyone's standards-- is for new material, not for the books she's already self-pubbed.
Second of all, when your sales numbers are as good as Amanda Hocking's, the rules don't really apply to you anymore.
This page, on Writer Beware (which I highly recommend to anyone who's interested in these issues), notes that the average "print on demand" book sells about 200 copies. I realize that these are print numbers, and probably a few years out of date at this point. But even with Twitter and the other tools that "social media marketing" has brought us, it's still not that easy to self-publish and self-promote-- very, very few writers find any real success at all via this avenue.
The industry is changing really fast, particularly when it comes to e-books (which is, of course, the medium in which Hocking found such spectacular success), but at least for the time being, if you decide to self-publish a book that you're hoping I'll sell to a traditional publisher on your behalf, you've just made your job and mine a whole lot harder.