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I've been running my own web server for a few years (since 2002 or so). The single biggest issue I have is getting any kind of e-mail to work through my ISP's port 25 block (doesn't matter, I've had about 5 ISPs and they all block port 25).
I use 8.04 on my main web server (same box I want my e-mail on). I've tried setting up e-mail a few times, but it seems each time something is unclear or doesn't work right and I'm not really clear on what parts make up an e-mail "system".
I assume something will fetch the mail from my regular accounts (gmail for myself, yahoo for my wife). What is that part?
I assume something will receive e-mail from my DNS (afraid.org). What is that part?
I assume something will have to hold the mail on my server until one of my client boxes requests it (t-bird, evolution or what ever). I "think" my server already has Exim on there (I access root e-mail with Webmin for bulk stuff on failed cron jobs or what ever).
When it comes to sending mail (I really want my URLs to be my e-mail as well) I assume this is where my ISP causes a lot of problems. Can I get around them?
Have a look at Linux Mail Server. It shows a data flow diagram of how email gets handled. It's also a very complete installation guide (for Arch but easily adaptable for other OS). This one is for Ubuntu so you can make comparison. And of course there's HowToForge.com which has a ton of great step by step guides. But the first link is where you'll find the most basic knowledge and information I believe.