https://dnsimple.com/ has a 50% off special for transferring domains off of GoDaddy. They may not be the cheapest (it's $3 a month to host 10 domains + yearly cost for the domain registration), but they have fantastic support and are super simple to use.
Note the tip at the end: you usually have to wait the full 5 day waiting period when transferring a domain out of GoDaddy because they let the domain auto ack at the end, however you can speed things up using the technique described in this help article on their site: http://help.godaddy.com/article/6040?locale=en
Copied here in case they remove it. :-)
To Accept or Decline a Transfer to Another Registrar
Log in to your Account Manager.
In the My Products section, click Domains/Domain Manager.
From the Domains menu, select Pending Transfers.
Select the domain name(s) you are transferring to another registrar, and then click Accept/Decline.
Select one of the following:
Accept — This option might speed up the pending transfer's completion.
Decline — This option cancels the pending transfer, which causes it to fail.
Click OK twice. We process your request within 30 minutes.
I can't say enough good things about DNSimple (and I've had lots of bad things to say about other registrars). Are you guys still reselling enom for all of your TLDs? Pretty please will you get your own setup for at least .com/.org/.net addresses? And when/if you do can you make a big stink about it so I know to transfer all of my domains to you guys? I'd love to give you more money...
I can't promise I can do it, but I'll work on it. ICANN accreditation and registry access is all about money. If I can get the working capital then I'll get DNSimple accredited in 2012. Believe me, I'd love to be able to do it.
I transferred to NameCheap, which also sent me a mail to accept/decline. Wasn't aware of the same from GoDaddy. Thanks for letting me know. Just did it. Hope to be done in half-hr.