I have my own domain name, currently hosting with Google Apps. If I get the motivation to move to another host like myself, I can do it without changing contact information.
Yeah, I thank my stars that I had the sense to do this almost 2 years ago. It really is much better. Another neat hack of using your custom domain is when people ask for your email address you can make one up without you appearing in their chat list. So for instance on Google Talk you're registered as iam@firstlastname.com, you could simply give them i@firstlastname.com so they can still converse with you (catch-alls ftw) yet they don't annoyingly appear on your Talk list.
And yeah, changing providers is just a matter of altering a field or two in the host records page.
At the moment, I accept the danger and resent myself for it. Moving to a custom domain is one step in the process, though.
And really, since all your email hops through relays constantly, the only truly effective anti-spy technology is message encryption, which wouldn't depend on where the messages end up.
I have my own domain name, currently hosting with Google Apps. If I get the motivation to move to another host like myself, I can do it without changing contact information.