I don't see a need to make DH my registrar. Having a single vendor is convenient but it's a sort of brain-dead function and it doesn't matter (to me anyway) who is doing it. That said, when the DH DNS went down a few months ago, we were still getting email here, precisely because I have GoDaddy doing the NS lookups. We get our email from Everyone.net because we've been burned in the past by hosting companies who didn't know how to manage a mail server, constant blacklisting from DNSBLs, etc. If we had a our own IP with DH, our static pages would have been completely isolated from the DH DNS issue - though unfortunately I believe dynamic pages like forum and blog would be down because I believe we refer to the MySQL server by hostname rather than IP. Any vendor can fall over, stuff happens. I just try not to put all my eggs in one basket.
If DH registers a new domain for us, I wonder if it would be a problem if we then moved the registration to GoDaddy, of course keeping the site hosted here, which is the whole point. Might that be considered a slap in the face?
Thanks for the responses guys.