lucy24 - 9:03 am on Mar 26, 2013 (gmt 0)
More recent than that-- but the person I heard it from had had her own domain for a lot longer, so she may have been going by early experience. (I just looked it up. She goes back to 1999. Things were different then.)
I've never tried sending e-mail from my own domain, though. I only use it for incoming-- and not much of that.
If nothing else, it prevents the ghastly blunder of forgetting to set one of your addresses to auto-forward. See, ahem, unrelated thread elsewhere in foo.