Changing domains was a big decision. My biggest concern was being able to keep my user, RSS feed, and search engine traffic. Luckily, the power of the .htaccess file allowed me to do so:
Options +FollowSymLinks RewriteEngine on RewriteRule (.*) http://yournewdomain.com/$1 [R=301,L]
The above .htaccess file code, placed on the old domain, redirects the user to the same URL on the different domain.
Quick, easy, and functional.
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One more note. I recommend keeping your old domain for at least a year. Make sure to give users and search engines time to update.