If you tell an ESP that you are considering going in house the frist thing they will say iss “oh no, you don’t want to do that, deliverability is a nightmare to manage, let us do it”. Normally they are right!
If you’re a big sender and you have not got complete double optin for every email you send someone, ie: every email they get from you they have specifically requested; you could find your sending IPs dead in 6 weeks, and that’s even if they had a good rep to start with. If you just buy new IPs they’ll have no rep at all, so like a credit rating they’ll be useless.
The legend of Jeanne Jennings, writes about this is detail for Clickz on Jul 27, 2009 in “E-Mail: Evaluating Dedicated vs. Shared IP Addresses“.
As with everything Jeanne (and Mark Brownlow) writes about email, it’s more likely than not to be bang on the money.