Speaking of domain name changes, here's a little explanation for those of you less technically-inclined.
Domain names are "...hostnames that identify Internet Protocol (IP) resources such as web sites." (source: Wikipedia) In other words, when you connect to a website by typing in its domain name, you're actually typing in an alias for that web server's IP address. Try it: go up to your address bar and type in http://126.96.36.199/ and notice where you go. When you enter in http://google.com/, your computer automatically pings a Domain Name Service Server (DNS Server) and retrieves the actual numerical IP address of the server, then connects you to it.
Now, almost all domain registrations cost money. I mentioned in my earlier post that a .com domain registered with domain.com costs approximately $11 USD per year and .net names for $9 USD. GoDaddy.com offers a free domain name with every hosting package, or $13 USD per year for a domain name alone. While this may not seem like much, a Web site that gets barely 200 pageviews per day doesn't exactly justify the cost.
I said that "almost" all domain registrations cost money. To my knowledge, there is only one domain registrar that's completely free and has fully-integrated DNS control: dot.tk. There, you can register for a *.tk domain name, and even change DNS servers if you like (which is exactly what I'm going to talk about in a moment). Very rarely will hosts offer DNS control, let alone allow you to use different nameservers entirely.
Then we have DNS control, one of the most important aspects of Web hosting. Subdomains, for example, are a powerful way of connecting your users to Web applications that are accessed more often (an example of this would be mail.google.com or store.steampowered.com). Additionally, if you are self-hosting (ie. own the physical server hardware) then you may have a dynamic IP address from your Internet Service Provider (ISP). This means your numerical IP address changes every so often, which can interrupt your service. In this case, you would need a dynamic DNS controller, something which ZoneEdit provides for free. If you choose to self-host, all you need to do is download one of several dynamic DNS clients (or, if you're using GNU/Linux, there are scripts you can place into crontab to run periodically) and tell them to update the Zone if your choice.
If you want me to write a step-by-step process explaining how you can get your own free domain name with DNS control (something which is not limited to Web sites: game, chat and file servers can benefit from a fixed domain name as well), let me know in the comments and I'll make a post about it.