I wouldn't. I don't need my computer running a web server. Maybe if I had another computer sitting around, I would dedicate it to just serving my website. I would.
But it probably wouldn't make sense as I don't have a server version of windows and IIS with XP Pro has a limit on how many users can connect. (doesn't it?)
Apache on a Linux server wouldn't do much either as I mainly work with ASP files.
I would go with a hosting company.