I currently keep the nameservers at the registrar unchanged and just point the A record to the IP assigned to me by my VPS host. I know it is also possible to assign the nameservers to the ones that your host provides.
What is the advantage of using the nameservers provided by your VPS host?
If you point nameservers provided by your VPS host then files hosted on this server can be execute by domain name that point to respective name server but if you have registrar name server then it will not possible whenever they do not provide hosting along with domain registration.
It is really personal preference. If you point all the records back to your server that are needed honestly the registrars name servers should be fine. I really see no advantage or disadvantage either way as long as both places let you modify your DNS records. Some people like to keep DNS at their registrar some prefer to keep it at the host.
You'll probably find that your VPS host's nameservers are more reliable than running a single nameserver on your own VPS.
Also, not running a DNS server on your VPS will leave you with more resources
While that's true, if you host a lot of domains then keeping up with domains manually is a lot of trouble. Hosting a lot of domains is, after all, the objective of being a web host. If your hosting control panel can add & remove domains automatically it really streamlines the administration of your hosting business.
If you decide to not use your own nameservers and use your provider's it will save you a bit of resources when it comes to the DNS service. At the same time, you will have little control over your DNS records (unless they provide an interface or similar).