Warning: As part of internet domain ownership, the "owner" of the domain is the one on the WHOIS record. If you have your domain name "protected" from WHOIS, it's possible that the company doing the registering for you becomes the actual owner of the domain; instead of paying "registration" fees, with you as the owner, it's possible you are actually paying "renting"/"licensing" fees, with them as the owner.
And hey, if they are the owner, and you ever want to move to another registrar or if your domain suddenly becomes really valuable, there is nothing stopping them from suddenly raising the "rent" to $10000 a year instead of $10 a year, or auctioning it off, or not letting you switch registers... because you aren't the owner of the domain.
I have never heard of any domain register doing something ridiculous like that, but if they are (potentially) the legal owner... Just something to be aware of.
That said, I do use WhoIs protection on my registered domains anyway. I figure, in the current state of my unfinished and unreleased game development, I'm not really at any risk of my domains being held hostage. If I get bigger, I'll form a small business anyway, and register the domains to the business.