most providers have the option to BYO domain name, usually for a fee, it's a good idea

(tho mind you i've used @gmail for 20 years now)

If you self host? Absolutely. That's a nightmare. Paying a provider (like proton, for instance) to manage your custom domain email is easy. I haven't run into any issues having my email accepted, even by hotmail addresses.

You might run into issues with some newer TLDs, but that is slowly being fixed. Also .xyz domains get sent to spam a lot because they're usually used for malware.