There's a difference between using yourself as a reference point, and using your comic as a vehicle to play out all of your fantasies and expect people not to feel like the character is shallow.
There's a stigma attached to the Mary-Sue type character because the artist often creates them as infallible, perfect things. No matter how badly they act towards others and no matter the circumstances - everything turns out for the benefit of that character. It's like a projection of what the artist feels is would be a perfect version of themselves in a perfect life.
Now - you can use your own experiences, feelings, looks, etc to influence your characters - because, let's face it - no one knows you better than yourself, right > what better reference! But don't get too carried away making that person a perfect piece of work - because people won't be able to relate to this imagined ideal of a person.