VPS (Virtual Private Servers) are very inexpensive now a days. You can get small instances for less than $10/mo from most popular providers, and some services go as low as $20/year.
Here are some reasons for running at least one VPS.
Having root access to a server gives you the flexibility of hosting many web applications. A personal website, a portfolio, a showcase of your dev work, a blog… could run from the same VPS using Virtual Hosts, and in many cases a DigitalOcean 512MB Droplet can handle the load fine.
If you need to restrict access to your development web servers using IP-based rules, you can establish an SSH tunnel on your local computer to route browser traffic through SSH.
You can create a personal VPN network to route traffic from many devices through your server and connect to your home devices when you are away.
If you travel frequently and attempt to login to secured sites (Banks, Facebook, Gmail …) , some sites might suspect impose inconvenient security measures for suspicious activity. This can get annoying for the remote developer.
Having a stable IP tied only to your device makes it easier for you to put IP-based restrictions on your services, and to monitor usage.
If you visit a production site often it can skew your analytics. You can filter your dev IP to exclude traffic.
If you use public Wi-Fi, there is a risk of Man in the middle attacks if you don’t limit your interactions to HTTPS. A personal VPN can have strong encryption.
You learn about UNIX, SSH, Firewalls and cloud technologies.