If you care about your online presence, you must own it. I do, and that’s why my email address has always been at my own domain, not the domain of any employer or webmail service.
Like Marco Arment, this has always been something for which I've cared deeply: I cannot understand the trend towards using services such as Tumblr for hosting your blog content, where you are basically handing over the content you've created to a third party. Sure, you can customise it and point your own domain to it (though never in a way that Google will properly index)—but the effort involved in that would be better invested in setting up a proper website that you control entirely.
The same goes for email: a domain costs a few dollars a year and means you can keep the same, branded email address all your life without being dependent on a third's party's continued existence and benevolence to continue using it: you can even use it, until you decide to switch, with Google's excellent Google Apps for your domain.