People will suggest running your own mail server, and if you have the time and energy then definitely do that. But the next best thing you can do is simply just use your own domain. That way, you can at least decide to migrate your email elsewhere. Don't use the free domains you get from things like gmail or other providers, because then you have to _change_ your email address, and not just your MX records.
> People will suggest running your own mail server, and if you have the time and energy then definitely do that. As a learning experience, sure, but most people are not prepared for what running a 24/7 mail service requires of them. First of all, a static, non-residential IP is likely needed. The big players will flat out refuse receiption if your IP is registered as residential, so that rules out hosting it from you…
Downtime hasn't been a major issue - senders will retry sending email, usually multiple times over several days. I've been able to have downtime of 24-48 hours without losing any messages.
A SPF record is just another easy to create DNS entry. If you know how to manage DNS, setting up SPF is a matter of minutes. DKIM is just slightly more complicated, with an extra key generation step. Sites like mxtoolbox.com can help you validate records.
The biggest problem I think I have with my own server is security. I do patch the machine regularly, but of course I don't have the same kind of security that Google or another big player would. On the other hand, I suspect I might have a smaller attack surface and better security than plenty of small websites.