I run my own mailserver here at my end of an ADSL link.
Advantages are that it's always physically accessible, I don't need to go somewhere lese if it screws up.
Disadvantages are less reliable connectivity ( I have AAISP as a secondary MX, and ETRN after coming back on-line).
Other disadvantage is that IP reputation and getting mail accepted by other domains is my problem.
I've got the server on a static IP address with associated reverse DNS ( ie NOT on a dynamic range blocked by the various SPAM engines ), SPF, and Domain Keys set up.
This works for 99% of recipients.
But a reply to an AOL address was shit-canned for reasons that they could / would not explain.
I had to tell the AOL customer I was replying to that it was not a problem at my end, and to contact their provider, AOL, and ask them to stop shit-canning their mail.
I'm not prepared to pay to get onto a white-list.
If it becomes a problem, that I'll just have to forward via AAISP and let them deal with SMTP blacklisting.