I think almost nobody who uses a custom domain self-hosts. From what I've heard it's very hard to get your mail delivered consistently if you run a small and/or young mailserver, and with the plethora of ~good, cheap mail hosts out there, there's really no reason to go the self-hosting route.
While I don't self host anymore, I, personally, did not have problems with Gmail delivery once all things were properly set up. Have no idea about other providers.
The thing that seems to be almost impossible to have with self-hosting is iOS push.
What I don't like with self-hosting is that I can't really self-host my mail. It'll run in VPS which kind of defeats the purpose of self-hosting. I have my home server, but setting up PTR record is impossible (for reasonable money) with my home ISP. Also I guess that my home IP address will not have good reputation.
And as I can't really self-host my mail, I just decided to delegate it to fastmail. I had my share of fun setting up postfix/dovecot/spamassassin, it was not that hard, just took some time, and I don't think that it makes a lot of sense to continue.
>I think almost nobody who uses a custom domain self-hosts.
I do. Many other people I know do. It's not hard and it's gotten easier.
>it's very hard to get your mail delivered consistently
The only place I've actually struggled to get mail delivered to is hotmail. Almost everyone deals with this though and very few people in my country use it now.