The self-guiding of relativistically intense but ultrashort laser pulses has been experimentally investigated as a function of laser power, plasma density, and plasma length in the blowout regime. The extent of self-guiding, observed by imaging the plasma exit, is shown to be limited by nonlinear pump depletion with observed self-guiding of over tens of Rayleigh lengths. Spectrally resolved images of the plasma exit show evidence consistent with self-guiding in the plasma wake. Minimal losses of the self-guided pulse resulted when the initial spot size was matched to the blowout radius.