Yes, live.com is a problem for us too. It seems they silently blacklist ip addresses and make it very difficult to get off that blacklist. There's a thread here about it with some of us trying to figure out how to solve this problem:
But other than that, running my own mail server hasn't been much of an issue. Set up sendmail, use public blacklists for spam control, and it pretty much runs without any intervention.
Outlook.com/Microsoft blacklists entire subnets because there are spammers in the same IP range. It's ridiculously lazy practice. They should just block IP addresses that are actually sending SPAM. It's not like that's a problem technically. You can fit all IPv4 addresses into a 512MB database.
I'm thinking of solving it by blacklisting outlook.com domain, so that senders at least know that I can't respond to them. I can put a message in the error response, that will be reliably relayed to the sender by the sending system.
Google's slightly better. Recently I did an experiment and created a few gmail accounts and sent some riduculously spammy messages full of typical keywords in between those gmail accounts, and they were all successfully delivered. Always.
Then I sent e-mail from new gmail account to my email server and simply responded and it went to spam. It's ridiculous that such a simple heuristic like someone responding to a message gmail user sends doesn't get the message through spam filters, even though the system can clearly determine taht the message is legit based on many variables (References field referencing message-id of the original message (noone else than the recipient should know this), reply being from a correct source (DKIM/SPF), message having normal looking business content, etc.).
There's way too heavy a weight on sending server IP range reputation.
With gmail you can at least request that they unblock you, and they will do that. With live.com and icloud.com you have to spend inordinate amounts of time bouncing between useless support people before you get anywhere. gmail in general seems to have the best spam filter (lowest false positives and negatives).
I had a problem with ipv6 myself with gmail, but the problem was that I just didn't have ipv6 fully set up on my server, so either SPF or reverse DNS wasn't working or something like that. I think I just configured sendmail to only use ipv4 and that solved the gmail issue.
My issue was that I wasn't very familiar with ipv6, and my ISP (OVH) apparently gave my server a range of about 256 ipv6 addresses, and I didn't really know how to properly set up reverse DNS and SPF. After spending a day or two getting nowhere, I just decided to turn off ipv6 completely for the server.
https://answers.microsoft.com/en-us/outlook_com/forum/oemail...
But other than that, running my own mail server hasn't been much of an issue. Set up sendmail, use public blacklists for spam control, and it pretty much runs without any intervention.