Thank you, Michael!
NearlyFreeSpeech.net seems to have a very nice philosophy and approach. But among the 12 CGI languages they support is no ML, although OCaml and Haskell come very close already.
At the moment I am very excited about all these new possibilities that suddenly appear since my post yesterday. I'd fancy the total freedom of an own server to mess around, but I am afraid for the limitations of my hardware and knowledge. So I might actually make a deal with this virtual server thing.
Thank you again, you have all been very helpful!