Technically, there may be an advantage to using a 'closer' DNS server with 'less hops', but many national ISPs don't push DNS servers to all POPs. DNS infrastructure at large ISPs tends to be heavily loaded and is scaled based on demand.
It's common, and many wifi routers do this for you by default, to run a local caching nameserver which uses some other ISP nameservers as 'forwarders'. You create less demand upstream as well as getting faster response if you do this.
Obviously you should also be concerned about creating load on DNS services provided by someone you have no relationship with. Some might even consider it rude.
In addition to OpenDNS, Google runs free DNS servers at 8.8.8.8 and 8.8.4.4, but obviously there are concerns with relying upon Google to provide all of the internet's infrastructure.
What we should really all be talking about is decentralized, peer-to-peer DNS, or a system of forwarders we all provide from places like Linode and DigitalOcean, both of which I've used to provide off-site secondary and tertiary DNS for large networks. We should be looking at NameCoin, not just leeching off some other random ISP.