I would say you should own your own domain and only use services which can hang off your domain.
That way you get the convenience of third party services, but any time you want/need to, you can shift to self-host without having to change your email/blog/whatever addresses.
I totally agree. I started on the Internet circa 1998 and I've always regretted using popular free services back then, because most of them didn't survive to our days (the popular "X got acquired by Y, X was closed").
I got a domain in 2002 and since then I've used it as part of my identity. It costs some money, but not much and it's totally worth it.
Non technical people may freak out a little bit when they ask you for your mail address because you don't answer with the expected gmail.com (and hotmail.com before that), but that's all right.
