I've heard something about electrum having their own servers the electrum wallet talks to instead of directly to nodes or whatever that other wallets talk to and that this has some theoretical privacy implications. Is this true?
You can make your own servers for electrum if you don't want to connect to other Electrum server.
Check this https://electrumx.readthedocs.io/
Guides
- https://github.com/spesmilo/electrum-server/blob/master/INSTALL
- https://github.com/spesmilo/electrum-server/blob/master/HOWTO.md
Is there a way to configure electrum to use other servers or gateways?
Yes you can configure the Electrum wallet by clicking this icon below.
or by clicking the tools then network then click the server tab uncheck the "select server automatically" now you can choose any server you want just make sure to use it as server(Right click then use as server)
Is this better or worse than any other wallet?
Electrum wallet for me is much better than the web wallets or any wallet that you don't have full control of your private keys and seeds.