Also, as much as people bash on DMPCs, if you do it right it can work fine. Both me and a friend have run a PC in a campaign that we were DMing, and the group is fine with it. If anything, I've been told that I sometimes needlessly err on the side of not having my character take too active a part when I'm DMing.
You can't really do everything you could do as a regular player though, because you lose some of that sense of mystery and discovery (random rolls for things help that though). Still, if you don't mind that too much, you can give it a try. Just make sure you have some good DMing experience under your belt first.