I wanted to take some time to explain the steps i followed to migrate my blog to a new domain. Since my domains are both hosted by the same service, the migration steps i followed were much easier then if someone had to build a new database.

1. The first thing I did was backup my word press directory and database.  This is easily accomplished by downloading all the files from my old blog folders via ftp, to a folder on my pc.  I then logged into mysql admin, and exported my database to a file and saved it to the same path as my files.  I labeled this folder with the current date to identify it as my blog backup.
2. Then I downloaded the same wordpress version I am currently running from the WordPress  Release Archive
3. I extracted and uploaded this new clean wordpress to my new domains root path.
4. I copied the following files to my new blog, in the same path they were in before: wp-content\plugins (i deleted all the plugins that came as default), wp-content\themes (i only uploaded the theme I actually use), and wp-content\uploads
5. I uploaded wp-config.php from the root of my old blog to the root of my new blog.  I later found out that i can add some lines of code to this file to help simplify the url change details can be found here define(‘WP_HOME’,’http://www.theCrazySteve.com’);
   define(‘WP_SITEURL’,’http://www.theCrazySteve.com’);
6. At this point my blog was "up"  But there were still many things i needed to change.  I was able to log into my blog and go to the settings page to modify my configs to point to the new domain, as well as email addresses, ect.  I went in to my settings and changed my old urls’ to my new urls.  I did the same thing for my email addresses and for my user account, as i use my domain name as my display name. (I have found people stealing my blog posts, and I’ve found that the best way to at least get some credit/linkbacks)
7. I then created a 301 redirect in my old blog location (see the posts previous to this.)
8. At this point my blog was working well, except i noticed that all my image links were still pointing to my old domain.   I did some digging and found a great plugin made by they people over at velvetblues.com .  The plugin will go though all your posts, and modify your links changing them from your old domain to your new domain.  The Plugin is called Update URLs .  All you have to do is install this plugin in wordpress.  On the plugin Settings page you tell it your old url (http://olddomain.com/  or http://www.olddomain.com) and tell it the new url (http://www.newdomain.com)  and it will scrape through all your posts, changing the imbeded links to point to your new domain instead of your old domain.

So that’s about it.  Those are the steps i was able to follow.  It did not take very long, and i was lucky because i did not have to move my database.  I did however do this for a friend, and I found it pretty easy as well.