I would really say that "running your own email" is a set of things that can be done independently: - Getting your own domain and using a provider such as fastmail or proton is a first step that gives you lots of security fom arbitrary. Because you own the doorstep, you can change provider without having to inform all your contacts of the move. You're also more secure from unilateral moves from your provider. -Hostin…
You can have the best of both worlds with self-hosting received mail and achieving good deliverability by using a service such as Amazon SES. SES will probably cost you less than $10 a year for personal email sending volumes. I use it for my business and it is less than $15/yr. Rarely get a bill for more than $1. They hold you accountable for any abuse/complaints, which is a good thing.
(Or rather given everything I've read about self-hosting email, not regardless, this is my preference...)