Changing URLs

Hi –

After being unhappy with my blog for a few months (and neglecting it), I’m changing the URL and looking for ways to give it a fresh look.

But I’m really nervous about making the move from peelingout.us to JoeTheExplorer.com. I own both URLs (from GoDaddy), I use Bluehost, and I’m going to redirect peelingout.us to JoeTheExplorer.com…

..but is there an easy guide to help make the move?

Also…
Is the move challenging for someone that’s not HTTP savy?
What about incoming links or links within posts?
Is there any easy way to transfer my site data on Google Analytics?
After the move, how do I test if all of the links are working correctly?

Thanks in advance for your help! I really appreciate it.

-Joe