Simon Willison (whose blog used to be green) has an excellent tutorial on setting up OpenID delegations so that you can use your own domain name (see what I said about persistence here) as your OpenID. In fact, you can use any URL where you control the resource (what gets returned when you GET the URL) as an OpenID.
Delegation is an important part of OpenID because it allows you to switch OpenID identity providers, your OpenID stays the same. Just change the link tags in the resource associated with the URL you're using as an OpenID and you're in business.
You can tell by the comments on Simon's blog that he's introducing the idea of OpenID to quite a few people. I was able to log into Simon's blog with my i-name, so things are working on his end and 2idi's! Oh yeah, in case you didn't know...i-names function as OpenIDs too.