Maybe NextDNS is more elegant or easier to set up, but I felt that depending on its free plan was too risky (what if it eventually goes away?) and didn't really want to pay for a subscription when I already had a server at home to run PiHole on. I didn't really like needing to go over the Internet to configure it either - the PiHole admin panel is just another intranet site.

That it's easy to set up means there's no risk to it going away because you haven't invested in it.

It's good that NextDNS exists, but I can't help feeling that having your main site make the kind of third-party requests you'll likely want blocked by their service is kind of a marketing faux pas to say the least.

Just to drive his point home, it takes 5 minutes to get nextdns.io up and running. Want ad-blocking/domainblocking on your mobile phone? Install the app, enter the code and you're done. I used to have a pi-hole, but the rpi broke so now I only use nextdns.io for everything. But you're not in control since it's in running in the cloud, so there's that.

You can get better performance with a pi and Unbound locally in most cases.

50ms latency vs <1ms for unbound cached entries

This is a weak argument as pi-hole needs to go to a resolver or perform recursion itself which will give you the same latency or worse. The 1ms latency will only apply to already cached entries that are also cached by you OS anyways, whichever solution you are using.

If you configure NextDNS on a router, your router will perform the exact same caching pi-hole is doing, so it will make no difference performance-wise.