I've just set up my own private email server because I want to get rid of my gmail. I'm pretty new at this though, so I really don't know what I'm doing. I used the following tutorial to do it, using a script provided in it to set my email server up:
I flicked through. I see he provides the setup for DKIM and SPF. I can't see he tested them. You can test to see if they are setup correctly:
A downside of your own mail server is they seem to be more prone to having their emails go into spam anyway. I've even had reports of DKIM and SPF failure, even though it is valid. I don't know why that is.
You also don't want to run torrents on there or anything else that would get the IP put on blacklists.