You can do what you want by using 3rd party nameservers. I have my important websites set up on ZoneEdit.com -- it's free for the first 5 domains.
This way you do cool stuff like setting up round-robin load balancing for your site between different hosts, splitting up your web/email hosting, etc., even setting up backup email servers to receive mail if your primary is unreachable.
I first looked into it when one (small) webhost was hacked pretty thoroughly and was down for about 4 days, including their nameserver -- it takes a long time to propagate the new nameserver info, sometimes days (so my sites just disappeared!) but with 3rd party nameservers if that ever happens again I can just update the DNS records on the same nameservers, to point to a backup host, and that propagates within minutes.
It also lets me host a subdomain to a primary website on a different server/webhost from the primary domain (the www.domain.com and domain.com A records).