Moving Hosting provider

Hi, I currently have a wordpress blog and MySql server set up with my current web hosting provider.
However I am not happy with the service they provide and am therefore moving hosting providers. I am just concerned about how it works to move the wordpress blog, I will move all the files that are currently on the old hosting server to the new one. And I will be creating a new MySql server with the new hosting provider.

My question really is where are the posts that I have written on the blog stored, are these on the MySql server and will they be lost when I transfer the hosting?

Thanks