There are a few reasons to run your own SMTP server.
First, you want your own domain name to receive email messages. For this to work, you need to change the MX record of your DNS server to reflect this.
Second, you want to send messages from your own domain. Are you sure you want or need to do this? Unless your domain is recognized as an authoritative, the messages sent from your domain cannot reach the intended destinations.
For non-authoritative servers, messages should be sent via a relay. This is usually the SMTP server of the ISP. If you choose this route, you have to be careful. If you send too many messages, your IP can be considered a spam server, and be blacklisted by your ISP!