I've been running a blog on a Perl/flatfile static site generator (with MySQL bolted on later for search) since 1999. Made a few tweaks over the years, but the core of the same. Had lots of people over the years suggest better ways to run a blog, but none of them were getting the traffic I got (well, used to get), and none of their options are nearly as easy to use.

If you do use a third party, please regularly download backups of your work. One of the reasons my blog was so popular was because it also has an archive of articles that I shamelessly copied from other sites (with attribution), most of which have since gone defunct, their content otherwise lost.