Migrating from hosted WordPress.com to your own server
The problem is that you lose all of your search indexing if you just export it and start at your own domain. However, here is a good writeup on the steps to avoid that. It’s pretty simple if you’re willing to spend $10.
Basically, you buy a domain and host it through WordPress.com for a while, and then you setup your own server. Doing it this way, WordPress.com will forward all of the requests to the old site in a way that search engines update their index with the new URL. We’ll see how it works!