About a year ago, I decided to set up an email server for a couple of my personal domains. I knew it would be a technical challenge, but I wanted the privacy, control, and storage offered by the Linode I was already paying for.
My biggest concern was downtime. According to RFC 5321, failed mail should be retried for 4-5 days, so as long as I can fix things in a day or so, important mail shouldn't be lost. I'm not a big corporation with lots on the line if the mail server goes down.