In my recent move I transferred the contents of this blog by using the WordPress XML Import/Export plugin developed by Aaron Brazell (from code by Matt Mullenweg that is being developed for WP 2.1). It basically did the trick as you can see from this working blog however there is a snag. Although it produces a working site it does not preserve all of the post slugs as it imports them. You get working posts but not necessarily with the same permalinks!
I noticed this because all requests to my old blog are being redirected to the new one and some of them are now appear to be missing. They are not but their ‘perma’-links have changed. It has been a problem for maybe 18 posts out of 440.
Update: I have edited the permalinks and post slugs by hand to make them match the old blog. I hope this works. If anyone out there spots an error please contact me so I can fix it.
More: I have discovered that the exporter/importer doesn’t handle excerpts either so all the excerpts have disappeared from my blog! For most of my posts it doesn’t much matter but one or two are essay length. I’ll have to re-do them by hand. Grrr.