I registered a domain name — how can I point it to my DynDNS host?

Add a cname record to the DNS record for your domain, pointing from www.example.com to example.dyndns-home.com. I've only ever used one domain registrar (not Godaddy), but they have a neat web interface where you can update the DNS record.

Raw example:

www.example.com.
43200
IN
CNAME
example.dyndns-home.com.

Working example is provided, at least using Google's nameservers.

Edit (twice):

If you wanted http://example.com to work too, you must add a second entry from example.com to example.dyndns-home.com. This might be done by forwarding @.example.com, I don't know if that's standard or not.