If I am just starting out where is a good place to get a VPS, or am I better of just setting up my own server?

I've used linux for a while now and I want to get a server to run a few personal websites and act as a game server for minecraft and the like. I also want to become a better linux user and pick up the skills myself, so I am looking for a place where pretty much nothing gets done for me. I've been think of getting either a Media Temple Ve account or a linode 512. Any suggestions?

EDIT: Wow, thanks for all the responses.