Others have given good advice here. I would say use coin join like whirlpool. You never lose custody.

One more thing. Many folks say you're coins may be black listed. This may happen on chain but there are several exchanges and other services that accept lighting deposits of bitcoin so I would say at this point the black list issue is not an issue. If your UTXO has been coin joined move it to a lighting channel using your node or a lightning provider like Phoenix and then send to the exchange over lightning. The exchange will not see the UTXO and won't be able to reject it.

Right now I see no reason to not coin join any and all UTXOs.