Setting up a server will give you more flexibility, but not necessarily more convenience.
If you want the flexibility that a VPS provides over shared hosting, then have you looked at Platform As A Service and Infrastructure As A Service providers?
Heroku: https://www.heroku.com
AppFog: https://www.ctl.io/appfog/
Amazon Web Services: https://aws.amazon.com/
Azure: https://azure.microsoft.com
Google App Engine: https://cloud.google.com/appengine/
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There are a lot of freemium PAAS/IAAS providers around that give you far more flexibility than a shared hosting service and that start at free use for basic services.
They will also make adding things like SSL certification easier than having your own server, though there is certainly nothing wrong with having your own server if you need it.
For a Corp/Alliance website it seems like a bit of overkill to buy your own server when some of the Worlds largest companies have freely available servers for you to start off with.
Running our Alliance services on Heroku for example costs $7 per month, because I purchased an SSL certificate through Comodo and have it linked to our app.