The killer host-it-yourself component which mostly flies under the radar is Photon: https://github.com/komoot/photon

I'm simplifying slightly, but it's essentially OSM's Nominatim geocoder data with a ready-to-download db, autocomplete capabilities, and a single .jar to install. If you're happy with the limitations of OSM's data (basically, patchy housenumber coverage) then it's easy and fast.