In this post I will tell you how to change / Transfer / Move your WordPress site from old domain to new domain.
Suppose your WordPress site is hosted on old.com and you want to transfer the site to new.com

Its very easy. Follow the below steps:

1. Install WordPress on new.com
2. Install and activate all plugins you have in old.com wordPress site.
3. Install and activate the theme you are using on old.com (if you wish to use same old theme).
4. Download “upload” folder of old.com (wp-content/uploads) using any FTP.
5. Upload the contents of downloaded “upload” folder to new.com wp-content directory. (wp-content/uploads)
6. Login in WordPress admin panel of old.com (old.com/wp-admin), and navigate to: Tools >> Export and download export file.
7. Login in admin panel of new.com (new.com/wp-admin), and navigate to:  Tools >> Import and click “WordPress”
8. Click “Choose File” button and upload the xml file that you have downloaded in step 6 and click button “upload file and import”
9. On next page check the option “Download and import file attachments” and click “Submit” button. It will take few minutes to import all the posts and files. Wait till you get successful message.

After getting successful message, you have transfer all the posts from old.com to new.com
Now its time to add 301 redirection, so that all visitors of old.com will be redirected to new.com so that you will not lose any traffic, and search engine will also know the new address.
NOTE: Permalink settings should be same in both old.com and new.com

create a .htaccess file in public_html folder of old.com and add following code.

Options +FollowSymLinks
RewriteEngine on
RewriteRule (.*) http://www.new.com/$1 [R=301,L]

You have successfully transferred your WordPress site to new domain name. This method applies in following conditions also:

1. Transfer from old.com to new.com/blog
2. Transfer from old.com/blog to new.com
3. Transfer all posts of old.com to new.com when new.com already have many posts. You will not lose any posts of new.com Only posts of old.com will be added to new.com