I have been moving a lot of WordPress blogs around recently, you can read my “How to Migrate a WordPress 3 Blog” article for instructions. When moving things around the best practice is to keep the old server/site up and running until the new one has been fully migrated and tested. That way you can be 100% sure that everything made it over.
The best way to do this is simply to change your hosts file to reflect the new IP of the server you are moving to. Simple, short, here it is.
Find the IP address of the new server/host you are moving your site to.
At the end of the file, at the bottom, you can put the IP of the new server/host and then the domain you are wanting to preview. Save the file.
Now in your browser, go to the domain that you are wanting to preview. It will now appear how it would once you actually change the DNS with your domain registrar. This is great for doing fresh installs of WordPress before you actually change the DNS.