By all means, go ahead and change your blog location. I've done it twice myself with anumma.com, first from Wordpress.com to Squarespace, then from Squarespace 5 to Squarespace 6.
But seriously, keep your links intact. I mean, you wanted me to link to your posts, right? And bookmark them? And suggest them to others?
If you find yourself saying something like this:
Please update your bookmarks, favorites, feeds, links, etc.
At least forget the euphemism, and say it like this:
I have broken all your bookmarks, favorites, feeds, links, etc.
Please delete all your bookmarks, favorites, feeds, links, etc.
After all, we were close once, weren't we?
[If You Move Your Blog was written by G. Brooke Lester for Anumma.com and was originally posted on 2012/10/03. Except as noted, it is © 2012 G. Brooke Lester and licensed for re-use only under CC BY-NC-ND 3.0.]