Best way to implement our own Blog subsciptions

[CuriousGal]

I know there are some handful of free services which lets us implement the 'Automail responder' functionality when ever we post any new information on our Blog. One such thing which I am using for my blog is FeedBlitz. FeedBurner is also one of that sort! But, these are all third party servies ... Does any of you know what piece of code or any PHP script needed to implment this all by our ownselves? First of all, Is it really tought to implement this bu ourselves?

Please guide me! Thanks!