Free blog sites work great for fledgling writers who want to get their work on the web. But at some point, you don't want your web address to be something outrageous like www.johndoeisagreatwriter.bloghoo.googpress.com.net.
It's much simpler to buy your domain-name at that point, using your byline as your web address like www.johndoe.com. I'm not here to endorse one company over another, but my personal webpage (jasonboog.com) runs on the WordPress blog engine.
If you have a favorite blog company, chip in the web address in the comments section. As for picking a place to keep my webpage, I used WordPress' and long, detailed list of hosting companies to register jasonboog.com and build my digital home.
Finally, as a word of caution, Chris Webb has a great essay today about how his byline address was banned from Google--without this Wiley editor (he works on the Wrox books imprint pictured above) ever breaking a rule! Check it out:
"I racked my brains trying to figure out what I had done - what had I written to cause the Google Gods to shun me? It finally dawned on me that it might not be something I had done. I started thinking that perhaps my domain name was on the ban list at Google."