You can either get the domain through the host, or a better option would be to use a
website hosting like this to buy your domain first and then you have sole control of moving it around if you move servers in the future.
www. namecheap.com/domain-name-search.asp?type=simple
Remember though by law if you buy your domain yourself, your person information is public. They offer protection in that link above were if a person does a search on your Domain name. Your home addess and personal details are protected from public view, plus that
website hosting above is one of the best on the net for buying domains. There is "GoDaddy" also