What's your favorite way to stream data in real-time in the cloud?

Hey everyone, I need to build a new feature that'll push real-time updates to possibly thousands of clients at once. We're leaning towards something cloud-native. What services or approaches have worked best for you all? I'm especially interested in the pros and cons of using managed services like AWS Kinesis or Azure Event Hubs compared to building something custom with WebSockets and a message broker, like Kafka or RabbitMQ, running on servers. Got any war stories or advice