If you’re willing, I strongly recommend people get their own domains. That way, you’ll always be able to change email providers without changing your address.
If you self host? Absolutely. That’s a nightmare. Paying a provider (like proton, for instance) to host and manage your email is easy. I haven’t run into any issues having my email accepted, even by hotmail addresses.
I migrated my email to Proton not long ago, but I also used my own domain when changing emails in all the bazillion accounts I own. My motivation was exactly what you describe. I’m so happy that now I could easily ditch Proton any day if the need arises.