What exactly DO you see when you try to get to your server from outside?
It sounds like you've got most of it working; but make sure that you're godaddy NS records point to your nameserver and IP address for your name server. If you're on DHCP then you will have to update your godaddy records occasionally (not sure why you're wanting to do your own DNS locally, btw). Another problem may be that your firewall is not open for ports 80 (http) and 53? (DNS?) on your router; if they are, then make sure they are open on your server's firewall also.
If you're getting a webserver error, let me know what it is; but if it's a true DNS issue, then i'm useless here.