> Try to set up your own email server, your emails will probably get sent to spam by gmail, yahoo etc.

That problem is so overstated it's not even funny. Your email will get sent to spam if your IP adress is blacklisted, or if you send spam. It's actually gotten harder to get blacklisted over time, as people has gotten more tolerant towards semi-spam ("newsletters" and stuff) and people are generally more conservative in blacklisting whole networks these days.

Don't misbehave. Don't be a bad net citizen. Get your net and DNS in order, and the default Debian set up of postfix will do you just fine. I do it and most of my customers over the years have done it too. Some outsource their spam filtering, a few outsource their whole email, but most outside the small startup world still tend to keep their own mail server.