If you want to keep things really simple, there is a wonderful script that eliminates all of the URL change steps.
- Copy all of your website files to the new location.
- Import the old database into the new database.
- Edit the wp-config.php file and update the database, database user, and database password.
- Download the WordPress Search and Replace Tool script: http://interconnectit.com/124/search-and-replace-for-wordpress-databases/
The script consists of only one file. - Upload the script to the root of your WordPress installation.
Note: Please carefully read the instructions that come with the script. - Type the path to the script; for example, http://mysite.com/blog/search.php (I changed the script name to search.php)