[Sorry for the overuse of quoted words and phrases in the following entry, however it is used where text is conceptually, but not literally, true]
For my blogging software I chose Radio Userland. While it uses a web interface to create and edit entries, practically it's a fat client application - I have the pseudo-service running, indicating its presence in my system tray, and I only ever modify entries "on" this one PC. Radio has its own database, and it streams static updates via the local service to the FTP server at my web host whenever I change content.
Pretty straightforward, and it works admirably for my needs.
One of the hesitations I had going this route, however, was that it would limit my portability - many of the hosted tools allow you to author and edit online against remote services running in some large datacenter, from any browser, from anywhere. Of course I could sort-of gain the physical "from anywhere" advantage by installing Radio on a laptop and bringing the laptop with me wherever I went. While that would also give me the ability to work offline (something many of the hosted services don't allow), it still wouldn't help me when working on foreign PCs.
So basically I had to choose between the always available hosted thin-client route, or the isolated thick-client route. Right?
Of course it's never that simple.
Through the magic of VPN and Remote Desktop, I can access this desktop through appropriate "thin clients" throughout the world (appropriate simply meaning "running Windows". Actually, given that there are L2TP and RDP clients for other platforms, pretty much any modern system can act as a "thin client" to this "web service" of sorts, but the easiest and most straightforward are Windows PCs). As my home is connected via an always on, very reliable, credibly high speed wired connection, like millions of others nowadays, it's virtually always accessible. Just as accessible as Wordpress or Moveable Type, in fact.
Well that's only partially true - many locations, sometimes even including coffee shop hotspots, limit you to HTTP(S), presuming that everything that you'd ever want in the world should be available over that protocol. This is obviously a hindrance to VPNing to a remote PC, and it's pretty much the only differentiation between my home "server" and the hosted blog services. Even that is fairly easily surmountable problem however.
I only mention this because many people still have a consciousness gap about the advantages that an always on, high speed connection brings. It really is a great equalizer. I can access and update my blog virtually anywhere (though thus far I've only ever really used remote connectivity to hit publish on an already created entry when I needed to stagger output a bit - I just find home a comfortable place to author entries)
Aside: I mentioned previously that I envision RDP, or something similar, becoming a potential widely-used thin client protocol for "web" services (services from the human perspective rather than the W3C perspective). It would be interesting to see what sort of accessible tools someone like Google could create with such a malleable and fine grained interface technology.