There are some advantages to using a different DNS server than the one from your ISP such as improved connections to certain domains but there can be drawbacks. And if you are concerned with privacy issues it is best to avoid Google's DNS servers as much as possible. Personally, I use OpenDNS and while they too record your connection history they have a different business model that makes your personal browsing habits less valuable to them, whereas Google monetizes your browsing history and creates an ongoing personal profile of you. It does this even if you are not a registered Google user by following your IP address and other parameters. (Privacy is an increasingly important question and concern for all of us on the internet but is really another subject perhaps to be discussed in a different thread.)
The problem, with using OpenDNS, Google DNS or any other USA based servers can manifest if you are located in another country (depending on the country).
The key reason they can be a problem is that they muck up your computer’s ability to find the closest
Akamai server to you. Akamai is the worldwide system which places massive file servers inside ISP data centers worldwide. So when you download a big file like a Windows or Mac OSX update or a TV show or movie from iTunes, or access certain large web sites like Facebook, Twitter, etc., it downloads from an Akamai server that’s very close to you and therefore feeds down your line as fast as your connection can handle. The primary selling point of Akamai is that it avoids server overload when everyone tries to download or access something at once but a secondary selling point is that you’re downloading a file from a local server inside your ISP or at least in your own country so that the trip between the file server and you is as short/fast as possible.
So, if you use a US-based DNS server like OpenDNS your closest Akamai cache will instead (often, but not always) be chosen as being in the US and you’ll get lousy download speeds as your file trickles over the international link. I've read this is especially a problem for people in Australia and New Zealand. I don't know about Denmark or Europe.
So
@kamkar1 may well benefit from switching to another DNS server like OpenDNS but be aware that there could be unexpected separate problems with file and content download speeds even if the DNS connections happen faster and more reliably.
BTW, everyone should be aware that the Akamai Privacy Policy states that Akamai is involved in the "collection, use or disclosure of
personally identifiable information", including IP addresses, so that a great deal of what we download or access is being tracked by them too.