Recently, I was looking for tips on moving a client website from my test server to the client’s main server. I found the codex helpful when moving the site within the same domain, but it was surprisingly silent about moving from one domain to another. Below are two most helpful links you will ever find for wisdom on this:

http://wphacks.com/how-to-move-wordpress-blog-new-domain-name/

http://yoast.com/move-wordpress-blog-domain-10-steps/

The most important thing to remember whatever you do is to backup the WordPress files AND the database!