I setup my own mail server last year and shortly gave up on the idea. Setting the server up isn't the problem. The problem is keeping your IP off of all the major blacklists.

I wasn't even sending out mass emails and 30%+ of my email would never be delivered. I had to constantly check to see if my IP addresses were on the various spam lists (and fight to get my IPs off) and I just got tired of it.

Companies like Google have entrenched themselves in many things like email and are slowly becoming the only option out there. A large amount of email addresses are @gmail.com or run through one of their servers and they ultimately control whether the recipient receives/sees your email.

The 'promotions' tab in gmail also made things worse for many small businesses. Google doesn't want you competing for their advertising space and pushes any emails it deems a 'promotion' off to the side, so users don't actually see it. I'm not even talking about actual spam emails here, but emails users knowingly signup for and are expecting.

Many people don't realize just how much a handful of companies controls the Internet and your ability to make a living online.