I tried myself and although I had some knowledge on the matter the results where not very good. As many have said, setting up a mail server is a tough task, because you have to consider lots of little details that prevent you for being considered as a spam server or hacked and then used for that.

There are anyway a few great tutorials I used for my own server in this nice sysadmin blog, http://syslog.tv/t/mail/

Good luck.