As a protocol, the options are limitless, ask instead what you want to do.
I want to run my own relay, because it's my data and I want to store my own data. But that's a personal choice.
is a good public backup service.
Here is an article I wrote a while ago about NOSTR and it's philosophy and mechanics if it helps:
https://mikehardcastle.com/2024/08/26/nostr-a-social-media-protocol-for-the-next-epoch/