I owned some domain names that used godaddy.com as their registrar. With Godaddy it takes forever for changes to propagate, which can be a real problem when you need to update TXT records.
Cloudflare is awesome in that they're really affordable for domains, have really nice CDN capabilities, don't charge you for "protection", and their DNS changes replicate super fast.
Here's how to move a domain from Godaddy to Cloudflare.
Domain lock: On
to show the slider. Set it to "off".If you haven't added your site yet, add it now in Cloudflare. You need to add the nameserver settings too before you can transfer it. This tripped me up, since I hadn't redirected the nameservers from GoDaddy's default ones to Cloudflare's yet.
That's it, your domain is now transferred to Cloudflare