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I'm don't see why hosting files on you own server is going to make a difference. if you download photoshop off a p2p or off someone's personal server it is still going to take up the same amount of bandwidth. Not that hosting your own server/site isn't cool (I do it all the time for testing sites before I register them and upload).
actually its quite different, they can tell where your traffic is coming from wether its just someones personal ip is hiting your machine or a p2p. its not quite as obvious w/ your own personal server, plus its always nice b/c not all networks can allow p2p traffic (school/work/etc)