If you will make a vanity gen addy then do it by yourself because they are some online services who offer vanity addys, but it isn't a good idea to let them generate your private key.
Split key generation is safe. If you were to use an online service, find one with split key generation available. It wouldn't be possible for anyone to spend the funds from your vanity address without your part private key.
Avoid those who generate the entire private key for you at all cost. There are quite a few scam sites which will capture your private keys.