I'm currently using godaddy for all of my company domains, and I'm very unsatisfied with their service, specially with their site, so we are trying to migrate those domains to another provider. The question is, How do I transfer my domains to another domain registrar? I'm not talking about transferring domain records (A, MX...) but to use the same domains with another provider, and redo all the configuration again.

For example, one of our blogs is hosted in Slicehost and we feel very confortable with their record editing tool.

As I have read prowebmasters I can see other people not very satisfied with Godaddy service. Thanks!

edit: Thanks for the answers, they were all very informative.