Dealer's choice. Some older axles were known to prematurely break because the dropouts were badly misaligned. With better quality axles and freehub outboard bearings, I'm not sure if this is such an issue. There are a ton of things that many consider to be real important on bikes that just aren't. Standard steel, diamond bicycle frames are truly wonders of engineering and evolution, and are pretty forgiving. We try to get things perfect on them because it's readily achievable - the perfectly trued wheel, bearings that are smooth as silk, frames perfectly aligned, shorelines on lug that are works of art, chains kept immaculately clean. For the number of times you need to pull a rear wheel on and off, maybe it's not worth your time and money to get it dialed in. Maybe it is. 4mm ain't much, it would bother me, but it's not a deal breaker.

I cold set a lot. First time I did it outside of a shop environment I went Sheldon Brown on a 71 Raleigh International, 2x4, string to center, and calipers a set of calipers. I do it now with a vice with aluminum jaws to hold the BB, and the assorted Park tools made for his purpose.

Throwing a bone to your favorite LBS is good karma as well.

So, to review, don't do it, or do it yourself, or have the local LBS do it. If you have a relationship with a framebuilder, that'll be ok too. No wrong answer.