I took the plunge about 4 years ago after being uncomfortable with the possibility of losing my main Gmail account. Ultimately, I decided that if I didn't own my email address, I was at the mercy of Gmail if anything went wrong. I came to the conclusion that losing my main email account would be more painful and time consuming than running my own server. At the time, I considered an alternative of owning my own domain and doing mail forwarding to Gmail or using a smaller email hosting provider, but decided there was value in learning more about how email worked.
[1] http://flurdy.com/docs/postfix/ [2] https://www.linode.com/docs/email/running-a-mail-server/