This is true. Personally I always try to get my work published with a third-party first, and then I talk with the editors to clarify policies. Most smaller magazines and publishers are pretty flexible, they’ll often have some provisions in place to allow you to re-publish original works on your own website after a certain period of time, if that’s the route you want to take.

It’s the approach I’ve used in the past with places like Paged Out and 2600 Hacker Quarterly.