What was a lot more difficult was setting up the actual mailserver itself. Even a simple, two-mailbox-operation was an exercise in frustration when it came to trying to get mail working on a little VPS of mine. Shit, you have to make the sendmail config. How balls-out insane is that?
More recently, there's little working tutorials to get yourself a working dovecot/postfix server, which are relatively easy to understand (thanks, digitalocean!) but I just checked out the first one I found on my google search and it's 2,800 words long. 20 pages if you were to print it out dead-tree style. I can give you a tutorial on DNS and MX records in much less time than it would take to go through setting up any MTA on linux, and that's the trouble.