I am using dnsmasq to resolve all names (nameserver 127.0.0.1 on resolv.conf), but ddclient tries to start before dnsmasq, so it can't resolve addresses like checkip.dyndns.org on initialization. To fix it, I put "use dns" on depend() section of /etc/init.d/ddclient
This is already fixed in bug #117124
*** This bug has been marked as a duplicate of 117124 ***