Because of the low volume of outgoing mail from a VPS, it's very easy to end up on blacklists.
When you are sending out a lot of email, recipients see a volume of mail. If a few of these get marked as spam, no big deal, you sent out 5,000 mails in an hour, of which 2-3 were marked as a false positive.
If you are running your own VPS you are sending out comparatively fewer mails so the decision on whether you are a spammer or not is made with a lot less information -- and most recipients will assume you are a spammer immediately.
The blacklist issues others have pointed out are real. Some IPs are on blacklists and you will not be able to get them removed without an outrageous amount of leg work. Most of the premium email hosting places make sure they're not on those blacklists.
Personally, I use FastMail.fm. I've gotten the impression that if TSHTF, they'll fix it fast. The price is reasonable. They're not Google. When I get a website up that can't be served via static pages, I'll be going the VPS or other cloud service, but for email, I'm much happier leaving that to a premium provider.
And you do get rather more than just postfix - there's webmail, IMAP, etc, all managed for you.
I was on the wrong end of blacklisting situation and it was extremely frustrating. First, you don't know that your customers aren't receiving the emails. Second, you have very little clout in getting things cleared up. Third, it's just a huge PITA that wastes a lot of time.
I'm running a very small operation, but one bad instance of my IP being blacklisted prompted me to shell out the extra $3 /months to have Rackspace send my emails.