None of the cloud CI would work for us: we have an inhouse hosted git server (the CTO does not trust open source, in general). So to do automated testing, I'd have to set up a Jenkins server on my own.
The attitude about cloud services is more understandable, though inconvenient. However, I think you may be laboring under a misapprehension: You don't need to have a CI server to run tests automatically, you can have a test suite running locally and trigger it with a pre-commit hook (so you can't actually commit if a test fails).