In fact, understanding this spectrum of options is a task in itself - imagine starting from scratch and trying to pick a path!
At what point on this spectrum do you transition away from "self hosting"? Personally, I put the line at "vanilla VPS". I do not consider sharing wordpress space self-hosted, nor is having a webmin. (And yet, either is certainly more self-hosted than a Facebook group page!) My approach was "device oriented" in that I wanted to act as if I was configuring a fresh piece of server hardware with a new OS and so on. The cheapest way to get that is a VPS. It is at this level that I feel I have the most flexibility, the least lock in, and, importantly, the most leverage.