Self hosting is best if you have the knowhow, inclination and time to maintain it, but there are alias services that will encrypt any mail they forward using a key you provided so this would eliminate the ability of your chosen non-self-hosted email provider/server to easily read your received mail limiting their ability to profile or target to any metadata and header info that is passed along unencrypted.
Of course, then you are placing trust in the alias service's privacy and logging policies. But some are open source and you could host an alias forwarding service yourself if you wished as well.