@evan @mav I have a couple of domains, and it doesn't have to be hard.
I use a 3rd party to host the email for the domains and my name registrar has clear steps on now to setup the security / antispam features required.
Probably took a couple of hours to setup (most of the time waiting for things to propagate).
But yes, running hardware yourself is more involved of course, I'm just wanting to point out that there is a 'middle ground' :)