Set up your own mail server

This is very good for learning and I agree with the other comment that it's worth it for the experience.

But for production usage, just no. That is a machine you'll need to maintain, monitor and keep secure against attacks - if it gets compromised your entire digital identity is compromised (most passwords can be reset with access to your e-mail).

It's definitely worth doing, if nothing else, for the experience. It's gotten harder to run one's own mail server due to aggressive IP reputation systems and because many ISPs block a large number of ports to prevent doing exactly this, but is still worth knowing how to do.