After years of piggybacking on employers’ web servers (with permission, of course!), I’ve moved my personal websites to a third-party web host. It’s kind of weird to be dealing with a web server that I don’t fully control, but DreamHost is really flexible and (most importantly) specifically supports WordPress.
The only thing I’ve really missed so far is Apache’s mod_speling [sic], which will automatically correct any one typo or capitalization error when trying to reach a file. It’s nice to have, but far from critical.