I'm running one of each of the most popular implementations of nostr relays (stryfry, nostream, nostr-rs-relay).
Happy to give any pointers.

I'd recommend using any used hardware you have lying around, as it's cheaper than a VPS, especially if you already have a domain (if not, there's also tor). 
I also recommend you install these via docker - Super easy (couple commands) and quick.

Lastly, if you're willing to dish out some sats for an easy setup, check out https://relay.tools/