Every now and then, more frequently than you might imagine, I have to prune entries from thefreecountry.com's Free Web Hosting pages at http://www.thefreecountry.com/webhosting/index.shtml
Those web hosts were providing free web hosting services at the time I included the links. However, after some time they either disappear completely or I find that they are suddenly selling commercial web hosting only.
If you don't want your website to suddenly disappear into thin air with these free web hosts, here are some tips:
Get your own domain name. You can still host on free web hosts, specifically on those that provide domain name hosting. With your own domain name, you are slightly better protected against free web hosts closing down on you. For more information about why this is so, please read the article Is it Possible to Create a Website Without Buying a Domain Name? The High Price of "Free". which discusses this aspect in depth.
Try to go for the web hosts that have been around longer. If they've been around longer, the chances are hopefully greater that they'll be around for the life of your site. Hosts like these include Geocities and Tripod. Note that this is not an endorsement of these hosts nor is it any guarantee that they will last.
Update (24 April 2009): Geocities has now closed as well.
Contrary to what you might think, you might want to consider hosting only on sites that actually put advertising on your site. Why? Think about it. To host your site, they have to bear certain costs - the cost of leasing (or more rarely, buying) the web server, the cost of the bandwidth that your site uses, etc. If they're not earning from advertising, how are they financing all these? Are you sure people are willing to keep paying thousands of dollars to host you for free?
Of course it is possible that they're making income in some other way. For example, some hosts put you on their mailing list as a requirement for hosting with them. They may thus make a little advertising income in that way. It is also possible that they have other sources of income and the free web hosting is merely to draw potential customers (like you) to those other services. That's fine - as long as they have some means of making a profit from this service, directly or indirectly.
If there's absolutely no way that they're recovering income from your site, there's a chance that they're providing the free service as a gimmick prior to launching their commercial hosting services. The hope is presumably that when they change their free web hosting service into a "paid" commercial web hosting service, the people who already host there would just pay the hosting fees for the convenience of continuing to host there.
Of course there may really be people who truly have a lot of money to burn and have a good heart, and are thus willing to incur costs to finance your web site without any hope of a financial return. Somehow I'm not too hopeful about that.
Remember: always be prepared to relocate your site. Keep a copy of your website on your own computer, so that if the host disappears, you can easily move somewhere else without having to rewrite your pages from scratch.
Of course if you are running a business or a site that generates income for you, you should choose a more reliable solution like a commercial web host. Tips on how to choose a good web host can be found in the article How to Choose a Good Web Host. If you want to know which web host I am currently using, the information can be found in my FAQ "Which Web Host Do You Recommend?" at http://www.thesitewizard.com/archive/webhosting.shtml
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