I have registered one .com with godaddy and since then changed Name Server to my hosting company, but it's been 3 days and I cannot still access it, even from a proxy based in US. Is there potentially any problem? A little worried now, and contacting Godaddy support.
It should not take more than 24 hours... Try looking it up in opendns.com cache, and see. Perhaps you haven't set it up correctly.
DNS propagation may take 24-72 hours. However, it is highly dependent upon the ISP because some ISPs and upstream providers use DNS cache for faster lookups.