I have hosted my own mailserver (Dovecot, Postfix) for the past 15 years or so, but my mail has always been on a remote server that I also used as my webserver. That sucks because it makes it virtually impossible for me to audit who has accessed it (hopefully only me!). I also have my GNU mail merged with that mailbox using fetchmail on my remote webserver.

I've had my own local IMAP server (Dovecot) at home for some time and use offlineimap to keep them in sync, mostly for performance. So it was a pretty easy switch to install Postfix locally without a remote relay, enable POP3 on my remote mailserver, and use fetchmail on my local server to pull messages from my remote mailserver over POP3. I kept all bounce (redirect/reject) Sieve rules on the remote box and moved all other rules to my local box. I moved the GNU fetchmail config to my local box. Finally, I disabled IMAP on the remote mailserver and stopped offlineimap.

I feel much more liberated and comfortable now.