By myself; myself

By myself / by yourself / by himself = on my own / on your own / on his own
http://www.english-test.net/forum/ftopic13750.html
http: //www. usingenglish. com/forum/ask-teacher/139739-i-did-myself-i-did-myself. html (c пробелами после точек)
http://forum.wordreference.com/showthread.php?t=887710

Usually both answers would be taken to mean the same thing, which is "I did all of it alone; no one helped me." However, they can have different meanings.
"I did it by myself." should only carry the above meaning.
''I did it myself." can also mean "No one did it for me; I actually did it."

They are both correct, and there is no real difference.
'By myself' possibly stresses the idea of 'alone, with the help of nobody else' MORE STRONGLY.

"I caused the problem". "I did it myself" (i.e. not really showing pride).
"I painted that picture". "I did it myself" (i.e. May just be stating a fact, OR, if said enthusiastically, may show pride)
"I painted that picture". "I did it by myself" (i.e. showing pride).
"I decorated the kitchen". "I did it all by myself" (i.e. really truely proud of the work and nobody helped).

Это цитаты с тех сайтов, что я указала. Там отвечают носители языка.
Вывод - Существенной разницы нет. BY myself чуть сильнее, то есть употребляя предлог, вы больше подчёркиваете значимость самостоятельности в каком-то действии, как бы "выделяете" слово сам.
Я сам починил машину. (простая констатация факта) - I fixed the car myself.
Я починил машину САМ. (Какой же я молодец) - I fixed the car BY myself.

Ошибкой не будет, но естественнее будет звучать "I did it myself", и означает это именно "я сделал это сам", а не "себе".

Вам уже ответили правильно.
если говорите I did it myslelf, то желательно уточнить что именно, например:
I did it myself painting / car repair / fixing something, etc.
чего, собственно, не скажешь после I did it by myself. Там просто точка и все.

нет не будет ошибкой
i did it by myself - сделал сам
i did it myself - сделал себе