Jérémie,
I've always hosted my own sites but my bandwidth couldn't keep up when my sites got popular. I went the shared hosting route at first and was very disappointed, then I went with a VPS and have been very happy.
Maybe what the future holds for Open Source projects is to go the dedicated server route, with enough of us on the server, the cost would not be that high. This way we can control our environment, we can install what we need and we're not at the mercy of some sysadmin that's overloaded.