Great topic Larry!
I basically am my own registry through the Bulkregister services. I don't really work that side of my business much, but I do buy, trade, sell domains on a large scale ... so, being the registry service comes in handy. I've been with them for about 8-10 years, I've lost count.
Bulkregister also has an amazingly wicked fast DNS service that I've not seen anywhere else. My sites propigate in seconds ... not minutes, not hours, not days ... seconds!!!
I have domains at GoDaddy/BlueRazor and DomainSite too ... usually because I bought them from someone else and have to get through the grace period before I move them over to my registry.
I think GoDaddy/BlueRazor, CheapNames and DomainSite ... they're all pretty comprable.