I have my own domain and I do not forward it to mc I just created another account in Outlook and when I check for mail it checks each accounts. I make my domain name the default account so when ever I make a new email it is sent out via my domain. On any new message I can use the drop down menu next to from and choose to send the message via my MC account.
I am sure there are many other ways to run more then one account but this is how I do it as when I went from neca.net to @home I had to change my email so I figured do it once and own it so I choose not to use my MC for anything more then getting notices from MC.
Also in Outlook on your MC account there is not reason why where it says what your email is you can change it to anything you want.