Have you tried 3rd party push companies like Urban Airship or Parse? Looking at those two options Vs. building it ourselves... Any advice would be welcomed (expecting about 5-10k pushes/day).
5-10k seems like a low enough volume for 3rd party to be a good idea.
When you get to the high hundred thousands (let alone millions or tens of millions) it becomes prohibitively expensive to not roll in your own system.