In my personal opinion, yes. It's far better to have your hosting and domain name all with the one company. Less chance of you being passed back & forth between 2 companies when there's a problem. That said, some people like to keep hosting & domain name separate on the grounds that all your eggs shouldn't be in the one basket.
So it's really down to personal preference. What is essential though is that you have a very clear understanding of who is handling your domain name, who is hosting the site and what (if any) processes have to be in place to ensure that the site and domain name play happily together.