Onlydarksets

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!