I think the easiest method of delegating your OpenId depends on several factors:
Why do you make people redirect to your domain? isn't it easier to add the meta
1. Do you have an editable web page under your own domain name?
2. Are you comfortable with basic HTML?
3. Do you know what to add to the html?
4. Do you know the URL of your OpenId server?
5. How easy is it to add a CNAME record to your DNS?
If the answers 1-4 are 'yes' and the answer to number 5 is 'not very', then it's easiest to go ahead and edit the html. If your DNS hosting company has an easy web interface (like GoDaddy) and you're a bit shaky on the other questions, then I'd suggest that http://www.own-id.com/ is for you.