And if you do get your own domain name ...

Further to Jeff's excellent post below, just another thing that I think is worth mentioning. If you do decide to go down the route of getting your own domain name (and, in turn, your own server space), PLEASE be aware that most domain name registration isn't private. You have to supply your name and address when ordering one, and this then gets added to the details of your domain. This, unfortunately, is then searchable by just about anyone who wants to search for it via the WHOIS database (i.e. in very bad grammar: "Who is you? And who is ownin' dis domain?")

I've been investigating this recently, and it turns out that there are a few services which offer anonymous domain registration. This one, for instance. I know a few people who have used anonymous registration and, yes, it does seem to work. But if anyone knows of a few more such services out there, drop the links in the comments.