Cheap domain sellers are not necessary bad sellers. If you are going though a reseller, I'd check to make sure they have been in business for a long time and will not be going bust. You can do this by first checking the whois for the domain of the reseller. This will tell you when the domain was registered and maybe when they started selling domains. The longer the better. The prices are not going to be very different between sellers as the market is pretty saturated and margin is very low. Just pick one and check them out before buying. Transfering domains to different host should not never be a problem as most will provide 24hour access to modify dns info.
godaddy actually write all their own tools in house for the domain management... they're much better than everything else
last batch we did through ev1servers.net they gave us a bulk rate of 2.95 per domain. I think you have to do over 300 to get that rate though.