I don't think this entirely addresses what you want, but if you use OpenID, you can use a delegate. I use my own domain name for the purposes of an ID (http://abevoelker.com), which then defers to myopenid.com when I need to authenticate (you can see this in the HTML of the page). If something ever happens to myopenid.com, I just find a new OpenID provider and change the HTML of my homepage to point there (the site that is asking for my ID stores abevoelker.com, not myopenid.com).
The problem, of course, is that most sites do not support OpenID. The only ones that come to mind are StackOverflow and some blog commenting systems.
And even if you don't need a website, you can just configure the domain (or a subdomain) as a CNAME to MyOpenID. It's faster too, although probably not enough to be noticeable.
The problem, of course, is that most sites do not support OpenID. The only ones that come to mind are StackOverflow and some blog commenting systems.