I still run vanitygen on occasion, mostly for fun. I don't have any dedicated "GPU rigs" but I tend to like multi-screen setups so I have decent cards in my two main machines anyway - capable of driving 15 screens between 'em. Vanity addresses can be nice to have for promotional stuff or things which you want to be memorable, but I think the monetization of vanity address generation (via pools and such) is just about dead?
I think so the problem with vanity pools is it relies on customers to buy the vanity addresses. There are no block rewards, nothing to make money besides charging the person, and then distribute it between miners. I think there was one site still up.
I found it in bookmarks I never did use it so I can't vouch as far as security but
http://bitcoinvanitygen.com/ is still doing it appears. So it's almost dead. Most do it their self like you mentioned. Just a lot easier to know it's secure.