You are free to choose any domain registrar that you would like to use.
If you are looking for a good domain registrar, we recommend our friends at Hover, a really easy to use domain registration service with an uncluttered interface and amazing customer support.
Once you choose a domain registrar and begin your registration process, be sure to update your domain’s primary and secondary name servers.
The Cloud Sites nameservers can be found here.
The Managed WordPress nameservers can be found here.