There is a balance to be had here. In a high volume, sensitive environment you'd run your own mail server. But that is a challenge in-and-of itself. I don't recommend it for a home setup because there are numerous things to worry about like MX forwarding and what happens if your server goes down -- where does the e-mail go? Granted, using Gmail means if your server is compromised the bad-actor would have your gmail password which is why I recommend enabling 2FA/MFA on Gmail and then using an app password. Check http://reddit.com/r/selfhosted if you want to self-host mail.