So there are two separate things here - hosting and domain names.
Hosting means who is actually giving you your web space, whose servers your blog posts are sitting on. Blogspot and Wordpress are primarily hosting services. Right now your web host is Blogspot.
A domain name, on the other hand, is just that - a name. Registering a domain name doesn't give you a place to put anything, it just gives you a name that you can then point wherever you want. Blogspot and Wordpress provide domain name registration services too. In the case of Blogspot, it's about $10/year and they actually register you with a third party registration site, GoDaddy.com. Wordpress's website says they charge $15/year, and I'd assume they also use a third party (though I've never used Wordpress so I can't say for sure).
So if you're looking to get something like unholyhands.com (instead of unholyhands.blogspot.com), you can keep your blog on Blogspot and use the Blogspot tool to register your domain and get it set up. This is exactly what I did with my blog - I started off as cwsargeras.blogspot.com, and used their tool to sign up for cwsargeras.com. I'll warn you though, it can be a bumpy ride - I had to deal with some weird errors and the transition was sort of problematic. But I got it working in a few days.
If you wanted to use Wordpress, you'd have to switch your whole blog over to being hosted on Wordpress, which I'd imagine would have its own problems, and then you'd still have to deal with setting up your domain through them. So I'd stick with Blogspot, personally.
Hope that made sense...let me know if you have more questions. You're welcome to PM or e-mail me too.
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