At what point is it worth having your own data center? I would think the cost of it wouldn't be worth it for most.
Your own, meaning you own the facility rather than colo? That one is pretty easy....
You would go to your own datacenter when the cost to get the features you need from colo exceeds the cost to build and maintain your own (this would likely happen at around 15-60% of filling a single colo location.) And your staffing needs will play into this, if the colo has 24x7 support, and you only need 16x6, you might lower your own cost that way.
This is assuming you don't need the flexibility of putting equipment in and out from time to time or using multiple sites for it, like colo easily allows.