Outgoing mail server for my own domain

I think you need to give more detail on what you're trying to do...

 

If you mean forward your email to your @me.com, then send using your own domain address then simply use the smtp settings provided by the email provider or your isp.

 

That's because you need to use the SMTP server (from context it sounds like you're using a mail account that uses SMTP for outbound mail) the your mail provider provides for your domain. There's no one-size-fits-all answer. Contact your mail provider/host if you don't have the info. We can't give it to you.

A lot of ISP's prevent use of their SMTP servers if you're not connected through them as an antispam measure. Some will allow such access with authentication. Check and see if your provider does. If not then find a mail provider that meets your needs.

No, see above. Additionally, your ISP, hosting provider and even your email provider don't have to be the same. You can modify your MX records to use an email provider other than your hosting provider should you decide to take that route. There are many, many options other than just forwarding to iCloud.

Clarify exactly what you mean by "better". Every option has its pros and cons and what's better for you isn't necessarily better for the next person. Again, it's not a one-size-fits-all matter.