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I build my own kernel every time I install a Linux system. I like to know what is in there. "This is my machine!" And, as said before, I would like a small footprint and see no reason to maintain built-in drivers that I will never use.
My first contact with Linux was when RH-5 came out, I had a Gravis Ultrasound card and I had to patch the kernel to make it work ... it was a huge task for a complete newbie. But I'm glad I finally managed to do it. I've never used stock kernels since then. New kernels come out with new exciting features, why not try it out? It's so easy after all and it has been historically an inevitable part of *nix sysadmin's job.
I prefer a vanilla rebuild as
(a) it takes time for big distros to test and update so I am kind of ahead
(b) I adopt the non-/usr/src build technique which may (I stress may) make it harder for a script kiddie to understand everything that is going on.
(Heck I don't know what's going on most of the time heh heh)
A long time ago I found out my technique stopped a certain thing I was trying to install. I was told not to install it in a main machine and eventually got it to install in a vm.
There are many reasons to rebuild the kernel yourself:
1.- embedded devices with really limited ram and storage space
2.- need for a custom initrd
3.- need for a non-official patch, for example, to add hardware support or to test an experimental feature (for example, people who like reiser4).
4.- need to make some minor changes yourself
5.- if you are using a non-binary distro, like Gentoo
Those are just a few I thought in one second. For sure, there are many hundreds of additional reasons.
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