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.