There's no central place to go and a number of ways of going about it. Godaddy, mentioned above, was one name given to me when I was looking around at getting a new domain name but I was generously given an oppurtunity to use the services of
Flexihostings by a fellow forum member here. They have a "parking" option - I think that might what you are after if you want to reserve the name for an indefinite period. They also a free domain name with their packages. Worth a look
I'm pretty happy with how its going so far with them.