If you do self-park it is important to understand that you can access the self-park directly from that same main front entrance. The side entrance off of Flamingo is just for shuttles and ride-share (Uber/Lyft). It is just located in the main entrance behind the Bazaar. Valet is very convenient (and free for me as a Diamond member - so cost is just the tip).
Sometimes I valet and sometimes I use the self-park.
We have stayed at Bally's several times - and usually have a rental car.