For a few years I've had my personal OpenID set up at my domain, cool-RR.com. The script is something called PHPMyID. Problem is, it's sometimes buggy and won't let me log in.
Is there a solution for making a personal OpenID (on my own domain) that you can recommend, and that has an easy setup and requires zero maintenance?
Rather than run an OpenID provider, why not delegate to one? Then you can use your personal domain as the OpenID url, but the real work is handled by someone else. Good details are at How to turn your blog in to an OpenID.
I turned my personal domain (www.vineetmanohar.com) into my OpenID a few weeks ago, infact I use that OpenID on StackOverflow.
My domain is powered by WordPress so the simplest way for me (get up and running in 5 minutes) was to use the OpenID plugin for WordPress. You can only use this solution if you use WordPress (see more details on my blog post: Use your Wordpress powered website or blog as your OpenID).
If not, the other way is to use OpenID delegate tag as described in the first answer (you can also see my blog post How to use your Vanilla HTML homepage as your OpenID).