Below are a compiled links of articles from L2J wiki (in case you had trouble finding it) which is essential to setup your own Lineage 2 private server. The latest expansion pack for L2 is Gracia.
Modifying Host file (for windows OS)
Here's some discussion topic on how to disable GameGuard in case you have any problem with it.
GameGuard killer for Gracia Final
GG Killer (A hacking tool has been discovered)
hacking tools discovered!
Binary / File modification for Aion and Lineage 2
* Important site to visit if you have any problem troubleshooting L2J server.