I use Digital Ocean’s name servers for most of my sites, and my install script creates DNS records on Digital Ocean’s servers when it does an install (it doesn’t hurt anything and keeps someone else from snagging their domain). It’s convenient. And some stat I saw someone showed that they had very fast resolution times.
That said. It’s often confusing figuring out where to go to change your DNS records. Many hosting services want to be in charge of all DNS records (I think SquareSpace is among them), which means you have to go there to figure out how to update stuff.