I've been running my own mail server since 2001 (and other servers before then). The only time when I had a problem with blacklists was when I used a colocation/server provider that didn't give much care to RBLs blacklisting his entire subnets (so, check your provider's reputation before signing up!).
Except for this problem, blacklists have never been a problem for me. I guess it's different if you send newsletters or other mass-marketing mail.
Same scenario here. Blacklists have never been a problem for me, but they have been incredibly useful for keeping the spam out. Email wouldn't work without them.
I've been running my mail server since 1997. I've got once blacklisted due to someone spamming URL to my web site around. It seems that your email can get blacklisted, even if you don't send any email.
I've run one since 2000 and the same, I've only had one problem and that was because I (stupidly) ran a TOR node on the server to play with and got myself blacklisted for a while.
Except for this problem, blacklists have never been a problem for me. I guess it's different if you send newsletters or other mass-marketing mail.