biggest problem is that most clients don't support NIP-42 so it's almost impossible to screen out leechy DoS attacks by query and this will continue to be a problem until all the client devs get off their arses and build NIP-42 support, and this is my personal crusade du jour because of the fact that it impedes SO MANY USE CASES
i just want to add, that you can theoretically run a relay on your own device, if you have a VPS with wireguard and a reverse proxy, and a firewall filter that only permits you to access it from your wireguard connected devices but this is at best a way to have your own personal cache of your notes, it doesn't make it very easy to have other users on it as well, for that you need some kind of tool that scrapes other relays to push them to your relay