kante,
I personally use an outside service for newsletter campaigns. There are many good ones out there.
The issue with running your own newsletter campaigns will relate to deliver-ability, as numerous items may come into play:
Sites hosted on shared host IP's (very common) will suffer the same sender reliability rating as all other sites/emails sent from that IP address.. in short, others could affect your ability to have your customers receive the newsletter.
If you are sending from your home computer - most providers IP addresses are blocked by all major senders.
If you manage a VPS or Dedicated server you are responsible for setting up the security of the server, along with technologies that will help your deliver-ability, such as DomainKeys, etc.
If you have a dedicated IP on a shared server, major email companies may still block that IP range, or you may run into limitation as to how many emails you can send out per-hour, this is especially important as cPanel (common software) can monitor and stop you from sending out a certain number of emails per hour, and this is set by the web host.
Assuming, however all of that is covered, I would stay away from free implementations in this case, as paid implementations will provide more support assuming deliver-ability becomes an issue.
I would research (search engines) all of the items and spend some time speaking to their sales representatives, as each product is different you want to find one that will meet your specific needs.
I hope this was of some help...
