You got plenty of good answers already, but it's also worth pointing out that even if you don't run your own LN Address server, you can still use someone else's to connect a Lightning Address directly to your own node.

See for example services such as https://lnsat.me/ (that's the first one that came to my mind, but there are plenty). You can pick a username, a domain (from the list) and connect the address to your own node.

The tradeoff here is that if the service goes down, your Lightning Address will become useless. But it's completely non-custodial, and any funds that were sent to the Lightning Address are safe on your own node.