Self-hosting your e-mail is really not much better, from a security point of view, than letting gmail have your e-mail. Google has some of the best security people in the
world, if your mail is safe anywhere, it's safe with Google. The problem, of course, is that Google is definitely going to try to read your mail, use and retain your private data indefinitely.
The problem is that if you host your own e-mail server, you dramatically increase the chances of some unpatched flaw or tiny messed up configuration file causing the Russian mafia to get access to everything on your e-mail server. You probably don't even particularly decrease the risk of the NSA getting your e-mails.
This is a problem that could be fixed by new models for e-mail that utilize encryption so that you inherently don't need to trust third parties in order to make use of their services. Avoiding third parties entirely is very likely impractical and unwise.