Additionally, these days the sheer amount of flak that a self-hosted mail server gets are enough to make a lot of providers ask you to either shut it down or go somewhere else. Probably 80-90% of the server's inbound network traffic will be bots trying to brute force access (usually over POP3 or IMAP4, though occasionally SSH) to use it as a spam relay as well as relatively dumb bots just assuming that your server is an open relay and trying to send garbage through it. That kind of traffic hogs a lot of bandwidth and the hosting provider will have to do something about it to keep their infrastructure stable. Also, figure that you'll be spending about as much CPU time on the server for anti-spam processing on a 24x7 basis.

I have to agree with other commenters, it's just not worth the hassle and kinetic pattern baldness these days.