Self-hosting is the way to go since it gives you full artistic control and you can use things like the Unicode-range CSS property to tell clients how to combine smaller fonts so you can support many languages without forcing a French browser to download a ton of Chinese glyphs which aren’t used on the page.
Another nice option we have now is using font-display to allow using a similar system font until downloads are completed, which can work really well for slow connections:
https://calendar.perfplanet.com/2020/a-font-display-setting-...