You get the most flexibility by hosting your own instance since you get access to all instances and all communities and you won't be defederated from unless you act in a toxic way.

The only draw back is that you have to subscribe to each community individually since you won't have a "local" timeline, especially not one as populated as lemmy.world.

But if that's not a problem then self hosting, or the next best thing, choosing a small non-polemic instance is the way to go.