If you already own your own domain, the most common option is to create a subdomain or several subdomains to use with StickyFolios.
e.g. wedding.yoursite.com or babies.yoursite.com or folios.yoursite.com
This is the most common option for photographers in using the custom domain feature.
If you have questions about the best type of custom domain setup for your url, please feel free to email email@example.com