Start the transition by buying your own domain and starting to use it, notifying your correspondents. Run both for a while and once you are satisfied that only spam and stuff you don't care about still go to your gmail account stop using it (don't delete it, you don't want to risk it being re-allocated to someone else and that person accessing your recovery email on some forgotten service).
Once you own your own domain, you can move wherever you want whenever you want. The service you use is just a provider, no lock it other than the hassle.