Not that I've looked that hard, but I've never seen any registrar (hosting company or otherwise), who became the actual owner of a customer domain name. I'm sure there are scams out there but if you pay to register a domain, it should be yours to take where you want, when you want. I've transfered a domain or two and I don't think I even contacted the original registrar (who was also my original host) - just gave my consent to the new web host to transfer it. A domain is your property - you shouldn't have to ask permission to move it.
I wouldn't write-off registering through a web host - you can often get pretty good deals. I took
these guys up on their offer for a free, 1-year extension on my existing domain when I signed up for a hosting package (great deal in itself), and couldn't be happier. They also offer free registration for new domains with a hosting plan.
I've also use
these guys for domain resistration with good results but the registrar is actually dotster according to BetterWhois.com
Of course, always ask questions and read the fine print.