In our environment, we want all coded domains to be owned by a specific user. If a coded domain gets created by another user (for example, dragging in a feature class from another geodatabase), there is no way to change the owner, short of removing the domain from any field that references it, exporting the domain to a table, deleting it, re-creating it from the table, and then reassigning it to any feature class that makes use it it. In ArcSDE 9.3.1 (at least, in Oracle), it was a trivial matter to open the geodastabase and, using SQL Plus, simply change the owner of the domain.