Erik37,
The core functions of registrars are pretty much the same across the board. The major difference is the company's equipment. DNS servers at the registrar level process many requests, and are dependent on their ISP to propagate the information across the internet.
If your servers or internet provider are lacking, then propagation will take longer. GoDaddy is a pretty large company and have great support and equipment, as well as reliable internet service - they also advertise a lot more than any other registrar I've ever seen -- so they can effectively charge what they want.
Also be wary of user interface - of how easy it is to navigate and configure your DNS records after you've purchased your domain name.