Here we go.
After struggling to decide which instance to use for a while, I decided to go for what I see as being most in the spirit of the Fediverse, and host my own personal instance. Somehow it feels like the most right, and future-proof, way to follow people from across many different instances.
It also conforms with the "everyone hosting their own data whenever possible" idea I am rather fond of.
The social network of the future: No ads, no corporate surveillance, ethical design, and decentralization! Own your data with Mastodon!