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Trust me, it's not one of the fun things to deal with, and when you're done, all you have is what you started with.
...And that's if one gets it all running correctly.
Nonetheless, if you have a spare linode there's nothing to stop you setting up NSD or Bind (chrooted) just to tinker with, but
without registering it as a nameserver for your domain. But honestly, you'll soon see that DNS is a great deal more complex and cantankerous than it might appear.
From the point of view of business credibility (which is possibly what you're getting at) -- IMHO, customers neither notice nor care whether you're using your own nameservers or a third party. Everything else is far, far more important.