Given that the set-up costs of a SAP are typically €3,000 - €4,000 and the ongoing charges >€1,000 per year, a SAP may not be economically viable. A self-directed pension (a policy with a life assurance company e.g. Standard Life that allows you to select your own investments) may work out cheaper for smaller contributions.
But I always ask the question - are you convinced that you can select investments that will give you a greater net return than a Managed Fund? That's not a rhetorical question - it's a question I ask anyone who expresses an interest in choosing their own pension investments.