Fastmail handles the whole thing admirably as far as I'm concerned.
Get your custom domain, create a mail user with Fastmail: username@mydomain.com
Set things up nicely (do read the docs), particularly look at catchalls, wildcards and aliases
Give out separate email addresses to each and every service you use: service@username.mydomain.com
Bonus: You can easily send emails back from each address you give out and if you create a label called "service" for the example above, mail coming to that address will be automatically labelled without needing to create a rule.
I used to use spamgourmet and used to get some resistance from sites using misguided email validation considering it a spam service (oh the irony) - now with Fastmail, everything just works.