In her Introduction to Harriet Russell's brilliant book Envelopes (Alison and Busby, London; 2008), Lynne Truss writes:
I can't remember the last time I sent a letter to myself. Generally the act of auto-mailing is committed only a) if you are entirely friendless, but pathetically want to pretend otherwise; b) in quite complicated legal circumstances, when a sealed, registered self-sent envelope can be used as proof of dating; or c) by mistake, when drunk.
I suggest there is another reason, d) as part of a Mail Art project like 'An Envelope a Day'.
This project allowed me to explore the artistic and design potential of an Envelope.
There are usually 4 elements to an Envelope – the stamp(s), the postmark, the address and, of course, the Envelope itself.
The opportunities to change the stamp(s) on an Envelope are few. If first class post is, say €0.70, then stamps to that value (or more) must be attached. But the stamps can be, for example, 14 times €0.05, 7 times €0.10, or even 70 times €0.01. (The possibilities are limited as stamps of all denominations are not issued, thus ruling out €0.70 postage being made up of €0.37 + €0. 14 + €0.09 + €0.07 + €0.03 stamps). I explored various combinations of stamps, but mostly used the 'basic' first class French mail stamp on all the Envelopes.
There are no opportunities to change the postmark – or at least I didn't discover any. Once an Envelope was posted it was at the mercy of the postal authorities, and they could stamp it as they liked (or sometimes didn't stamp it at all).
But thirdly, there are possibilities – albeit limited ones – to modify the address by changing, for example, the name of the recipient or adding an institutional title. But the house number, street name, postal code and town name need to be on the Envelope. (I have examples of 18th century Envelopes sent in the UK in the days before postage stamps were introduced  addressed to 'Mr William Smith, Writer, Kelso'. That's all, and they were safely delivered). I tried to link the name of the recipient (who, of course, was always me) with the theme of the Envelope.
Here are the 'Envelopes a Day' I sent to myself as part of this year long project. All 365 Envelopes were exhibited at the Médiathèque in Sigean, France, from 9 August to 3 September, 2011. The Envelopes were also exhibited at the Médiathèque in Castries from 8 to 30 June, 2012.