Exact self-similar solution of a generalized nonlinear Schr?dinger equation with varying cubic-quintic nonlinearity, weakly nonlocality, gain and nonlinear gain was obtained. The stability of the solution was studied numerically. The results show that the self-similar solitary wave can exist and propagate in the media with or without both nonlocality and quintic nonlinearity, and that the stability of the self-similar solitary wave is drastically influenced by the degree of nonlocality and the cumulative diffraction under the condition that the phase parameter is far from ±2^{1/2}.