It may be strange to you but running a mailserver was pretty normal back in the day and even now I see nothing wrong with it. In fact, I see a lot wrong in having just a few email service providers that get to dictate terms. There is arguably something wrong with how hard it is to properly set up and secure a mail server, but the concept of running your own mailserver is no different than running your own HTTP(S) server.
It is somewhat different because you need to convince other mail servers to cooperate with yours whereas the HTTPS server works directly with clients (browsers) and may function completely independently.
I run my own mail server. It's simple enough to set up SPF in your DNS records to avoid landing in Gmail's spam, at least. Not sure about other providers. I send so little mail that I'm basically background noise.
It also matters if you host it at a reputable place (DO or AWS or Linode work) and if you want it easy, just wire up your mail server to a transactional email service or smtp.google.com :
It's possible to configure DKIM and SPF and your server correctly, and hopefully stay off blacklists, but if inbox deliverability really matters to you, a [no-cost] plan with a Mandrill or MailGun service should do well for you. It's what I use to have home servers and IoT things send me email, to gmail, and I never have deliverability issues.
I've been running my own mail server for years; it's on a linode VPS. I've had zero problems with my outgoing messages being blocked. I don't even bother with inbound filtering: spam is much less a problem these days than it was ten years ago.
Of course, I've configured my server to properly sign email, publish SPF records, and so on. My server may be small, but god damn it, it's top notch.
Maybe I'm unlucky, but I get a pretty high volume of incoming spam on my mailserver. However about 99% of it originates from machines that are on essentially all the blacklists, so it's fairly easy to reject it in the SMTP session with a conservative DNSBL check, without getting into spamassassin-style content filtering (I also prefer rejecting in the SMTP session, because on the off chance that there was a false positive, the sender at least gets notified of the non-delivery, instead of their mail being silently eaten).
I agree that outgoing deliverability isn't really a problem for me either. I do have DKIM and SPF set up. I also am a fairly low-volume message source. I think self-hosting is more tricky if you're emitting large volumes of mail, like transactional emails for a business. But as a personal email server it's been fine for me.
Same. I never have any problems. There's even websites that will look at your domain to see if you end up on any blacklists, or if you have any public-facing misconfiguration. Easy to set it up once, and forget about it.
I also maintain my family's mail server and haven't run into any issues sending to other providers. I assume it's because the system is kept up to date, secure, and follows recommended standards.