Well that is a really good question. I have had the same thoughts about consolidation to one, but it's hard since none really offer all domain extenstions I own.

I have been with Godaddy for a long time (before I moved away and got on the train again). It's ugly and a shitty organisation but it just works and is rather cheap.

I have some domains hosted with mediatemple since they had a great 5£/com offer not long ago.

There are a few others out there that I hear often like

namecheap

gandi

hover

On this topic it's really interesting to read http://www.marco.org/2011/04/14/why-is-it-so-hard-to-be-a-go...

I guess I could go on and on with the list, but the only thing I can not do so far: give a surefire, perfect and reliable solution. I guess it also comes down to personal preference in the end.