Only change nameservers for heroku if you are using the Zerigo addon.
With Zerigo
You do the Zerigo addon for heroku, and then you’ll need to go to your domain registrar (like godaddy) and change the nameservers to ones listed here: https://devcenter.heroku.com/articles/zerigo_dns
Without Zerigo
Go to godaddy (or your domain registrar) and set A records and CNAME records like they describe here https://devcenter.heroku.com/articles/custom-domains#dns-setup
And don’t forget, you have to add each new domain you plan to use through Custom Domains on heroku.