[Wxc2jjJmST9XWWL]

Running your own mail server, having problems due to shared IP is only one of the problems. Some more:

Spam filtering for one. Uptime and updating without downtime. You would absolutely need redundancy (complexity of the solution required starts building up quickly). Keeping tabs on mail server security and the vulnerabilities discovered in your particular software stack. A 15 second down time means an important mail might not reach you. If your mail server crashes due to unknown reason at 4 am, do you really want it to be your problem to fix? And it will of course happen when it least fits your schedule for the day. On most days I could live with my website being offline for a few hours because I've screwed up, but with E-Mail?

The solution?

The more you think it through, own the domain, yes, but use a mature and reliable (and paid for) provider you trust to do the hosting for you. For someone technical enough to securely own a domain and not let it expire that seems like the best solution really, unless maybe you own your own hosting service? :P (but then, technically, I guess it's not your own private mail server either)

[dmm]

> A 15 second down time means an important mail might not reach you

Email servers will retry sending messages and won't expire them unless the retries fail for several days. So even a day of downtime shouldn't result in losing email.