Yesterday, I decided to buy my own domain to serve for my blog after months using github.com subdomain (http://tmtxt.github.com). It took me a little difficult to figure out how to setup my custom domain (bought from namecheap.com) for my old github blog. This is the steps how to config my current domain http://truongtx.me.
First you need to config the domain in your repo. Create a file name CNAME in your root directory of your blog. Insert your custom domain there, in my case it it truongtx.me. Save the file and push it to github.
Now open namecheap.com and login into your account and go to Domain management. Open Host Records to edit your domain to point to github. Follow the config in the picture below and then click Save. 220.127.116.11 is the ip of github server, you can find it in this page
It can take up to a whole day for the new domain to take effect, be patient!