Publish your own fiction on your blog? Or not?

[Our Penguin In Havana]

Hi!

I'm wondering. I just started writing again and I enjoy putting examples of what I write on my blog. However, some blogs about writing claim that doing so will diminish the chances of your story getting published in long run and thus advice against doing so. 

Why do you, or don't you put your own fiction on your blog?

Has anyone experience with a script being refused because it's already on a blog?

I'm looking forward to the discussion.