Exactly. I understand how to set up newsletter mailing lists with Mailgun, but I'm not sure how to incorporate payment information/subscription data. I understand the API includes support for pretty thorough tracking, but right now everything I'm looking at seems more oriented towards transactional emails like errors, site updates, etc.

I'm sure I might be able to build something that glued together the Mailgun and Paypal/Stripe APIs, but my preference (since this is a side project, and one that's focused more on content at that) is to find an out-of-the-box integration if that's all possible. That's why I'm considering moving to Mailchimp. I'm just loathe to leave behind my beloved Mailgun!