The best way to run a blog is to run your own blog server. This can mean running an instance on someone else’s web server (some ISPs have special hosting deals for bloggers on popular platforms such as WordPress), but usually means having shell access to your own server (I’ve previously written about my search for good cheap Xen hosting ).
There are platforms that allow you to host your own blog without any technical effort. Three popular ones are WordPress.com, LiveJournal.com, and Blogger.com. But they give you less control over your own data, particularly if you don’t use your own DNS name (blogger allows you to use their service with your own DNS name).
Currently it seems to me that WordPress is the best blog software by many metrics. It has a good feature set, a plugin interface with lots of modules available, and the code is free. The down-side is that it’s written in PHP and has the security issues that tend to be associated with large PHP applications.
Here is a good summary of the features of various blog server software . One that interests me is Blojsom – a blog server written in Java . The Java language was designed in a way that leads to less risk of security problems than most programming languages, as it seems unlikely that anyone will write a Blog server in Ada it seems that Java is the best option for such things. I am not planning to switch, but if I was starting from scratch I would seriously consider Blojsom.
But for your first effort at blogging it might be best to start with one of the free hosted options. You can always change later on and import the old posts into your new blog. If you end up not blogging seriously then using one of the free hosted services saves you the effort of ongoing maintenance.