>There is no easy way to set up an own advertising network for every website
Huh? This is trivially easy with DFP or if you're smaller AdGlare/AdZerk/etc
> You will find that everyone except google has terrible CPMs.
This is objectively false. OpenX, Amazon, Rubicon, AppNexus, Pubmatic, etc all pay better than Google for large pockets of inventory. Google has the largest distribution, but their CPMs are awful for a very large percentage of that inventory, even in typically high-CPM markets.