+1 for "running your own". I have a cPanel license on a personal server and it handles a lot of the rigamarole. Once you have DKIM and SPF set up, it practically runs itself.
The network your IP is in makes a difference. My mail server is currently at OVH, which is a good enough neighbourhood for Mailjet to have built an email business there.
I very occasionally have an email bounce back (once a year or less). The bounce message typically includes information on exactly why it bounced and how to contact the receiving server's operator to figure it out.
The vast majority of the work goes into the the initial setup, which takes an evening if you're using a packaged mail stack. [1]
[1] If you want a free packaged mail stack, here's a FOSS one: http://www.iredmail.org I have no experience with it but have heard good things.
I've been running two domains for about a year and a half, and have only once been spam-canned. This only happened recently, and I haven't been able to get hold of the guy to ask what email system he's using, and whether there was any report of why my mails were marked as spam. I'm very curious to have that information.
I went through the whole rigmarole of reverse-DNS and SPF. I also started very gingerly in the beginning -- for a few weeks it was no bulk emails and trying to mostly email personal contacts. But I've never had any trouble until now.
There's still a chance. I've been running my personal email myself as a learning project for a couple of years now, and the only time I've had problems was when I emailed a bunch of people on the same domain at once. Other than setup and dealing with that one bulk email, it's just normal systems administration: updates, backups, and monitoring.
You should not have any problems until you start having problems and then you will deeply regret thinking that running your own mail server was a neat idea. My advice: don't host your own email server unless it's your core business or you're big company, your sanity is worth more than that.
The network your IP is in makes a difference. My mail server is currently at OVH, which is a good enough neighbourhood for Mailjet to have built an email business there.
I very occasionally have an email bounce back (once a year or less). The bounce message typically includes information on exactly why it bounced and how to contact the receiving server's operator to figure it out.
The vast majority of the work goes into the the initial setup, which takes an evening if you're using a packaged mail stack. [1]
[1] If you want a free packaged mail stack, here's a FOSS one: http://www.iredmail.org I have no experience with it but have heard good things.