Self injury is an extremely temporary comfort. My experience in the past has been that it might provide relief for a little while, but the guilt afterwards totally outweighs any "comforting" effect it had. Plus, as mgran mentioned, infections could result, cuts that are really deep could require stitches.
The scars are annoying too. I haven't cut in almost 6 months...some of my scars are well over a year old, and yet they are STILL there. It's not like they disappear in a matter of days. Depending on the severity, they can stay for your whole life.
Self-injury is just a way to mask issues. What helped me was to figure out what my struggles were, and go through them with a professional (psychiatrist & therapist). Also, developing coping skills for when I felt like harming myself was important too. A few coping skills that work for me are exercising, using the computer, listening to music, and reading. As long as it's positive and distracts someone from self-harming, I think that's great!
I hope you'll consider getting professional help to figure out what triggers your urges to cut, and hopefully to come up with a better plan to deal with those urges.