I don't smoke weed, so my opinion may not be worth much, but if I did, I absolutely would prefer getting in from a somewhat regulated outfit and be sure that it's actually what I expect it to be. I don't know if adulterated weed is a thing, though.
Sure, if between taxes and whatnot you end up with a price 100 times higher than your local dealer's, my point is moot. But I doubt that's the case. So if I could avoid having to deal with sketchy characters, that'd be a plus.
I think growing your own is an entirely different question. My mom grows tomatoes, peppers and other stuff in her garden. I live in an apartment building, so I get mine from the local store. I do enjoy eating her home-grown produce when I visit, though. Maybe there's a market for "non-industrial-grown weed", too, as there is for farmers.