I have several domains
http://www.wizbonespc.com
http://www.staytonclassifieds.com
http://www.stayton.net
http://www.surfsafeonline.com
http://www.webdevnet.com
http://www.blewit.net
I host them myself with either my FreeBSD box or my Cobalt Raq4r box. I use Register.com's DNS which I pay 35 a year for the registration and via their website can modify all the DNS, IP, Aliases, MX etc. Thus far they are the only registrar I have found that give you full control of your domain with the ability to change your DNS records on their DNS servers.
Works great and have never had any troubles with them.