MobileMe/iCloud, other free/cheap 3rd party solutions for a VPN.
Take it from experience, you do NOT want to run your own mail server. From MX/MXA records, to backups, to down time, to DOS attacks, to routine maintenance. I have customers that think it would be a great idea to run their own website and mail from their business, it's only a make work for the IT department. It's so much cheaper and less of a hassle to have a professional web host do it.
Setting up email through ISP is not friendly
If you find that unfriendly you will find running your own mail server much more challenging than that.
You'll need to get a static IP address for your home also, or use a dyndns sort of service. DHCP doesn't work well with any of that stuff.
Just my .02¢ on it all, but go ahead, it will give you something to tinker with, pretty much on a daily basis.