[edit:] On the other hand, if one wants to run his own mail server:
From the last hn discussions about blacklists, I got the impression that [running your own mail server] is not an issue as long as you correctly navigate the anti-spam mechanisms. It's not obvious, but also not a black art.
I would rather be bothered by server security. Since email is so vital, how do you secure your server against recent vulnerabilities if you are offline, e.g. if you are on a vacation.