I'm running my own mail server for longer than I'd like to admit, but not for my critical/key email addresses. Looking at the spam filtering I get in Gmail and knowing my endless fights with spamassassin and DSBLs I know I could never achieve that.

The only upside of having an actual mail server is the ability to say "this is incorrect, no one ever tried to send an email to this address/from this IP" or custom 55x messages.