Just because you can change the name servers doesn't mean you should.
It's a mistake by many that they believe changing the name servers to that of their hosting is better when really its a mixed debate and depends on the DNS server reliability. What you find with Domain Registrars these days is they use very reliable DNS servers along with built in DNS management while years ago you had to pay for this DNS management therefor changing the name servers was ideal.
If your domain registrar has its own why not give them a try or least take a look at there SLA uptime policy.
Changing A Records is alot easier and faster when moving website from host to host, as changing name servers takes longer to update globally while records do not.
My 2 Cents, Hope it helps ;)