If you're just looking for something to send messages with in real time and not an auto-responder then I think aweber is overkill. I've used Da*Da Mail for newsletters for a long time and like it a lot, but I'm also one of those people who doesn't want his subscriber's information on another service's servers.
The only thing with running your own program is that you have to ensure you control the IP's you're using to keep them off of any blacklists for deliverability. I pay my provider an extra $2 per month for 2 private IP #'s and so far haven't ever had any real problems with blacklistings.
hxxp://da*damailproject.c0m/