When I shared many links on Twitter, I used my own short URL: gijs.to. In my 2011 article I explained how to connect a short domain to Bitly through DNS. The main purpose was to make shared links recognizable as my own references.
The idea still exists. Bitly explains how to connect a custom domain. The old promise of free, unlimited use is no longer a reliable guide; Bitly associates custom domains with paid plans. Check current costs and features before registering a name.
Why use your own short name?
A recognizable domain may make the sender of a link clearer than a generic shortening service. That can help on a business card, in a message or in a campaign with little room. A short URL also hides the final destination, however. Use it where the benefit outweighs that reduced visibility.
Think about the long term
Choose a short name you can continue to manage. If the domain registration expires or you leave the shortening service, old links may break. Record where you use them and check whether you can export or redirect them. Set a useful destination for people who enter just the root domain as well.
After configuring DNS, test a link on a phone and computer. Confirm that it redirects to the right HTTPS page and that the page still exists. My original step-by-step guide depended on an old Bitly interface. The lasting advice is that a custom short URL looks professional only if you can maintain it reliably.