Well, I have been thinking about this for  a long time, and I have managed to do it finally. I have a few domain names, for which I always have some thoughts, and of course I never have the time to work on those thoughts. This time I have made a change and bought myself a nice warm slice from slicehost. I have a linux server on my own now, and it is much more fun than any other shared hosting service you might have.
One thing though : it  is not easy to set it up! Still, after quite a bit of work, I have managed to put together all my domain names on one box, and so far, I am very happy with what I have. More to come on this, just wanted to say from my new home.