I’ve spent a lot of the weekend getting rmvr.com ready to move to a new host. Two of the reasons I don’t like the current host are 1) no shell access, and 2) no CVS.*
I’ve copied everything to the new host, and have spent a lot of time just cleaning things up – re-validating everything, a little directory rearrangement which involved learning lots more about .htaccess, and analyzing all links and re-creating the site map using Xenu Link Sleuth. It’ll be really nice to have the CVS repository and the site itself on the same machine.
Now all I have to is wrest the domain name back from the current host. I wasted an awful lot of time trying to get the DNS changed at the registrar, but it turned out that the domain name was part of a bulk purchase by the host and it doesn’t matter who the admin contact is, the hosting company controls it. Wish me luck.
*The other reasons are: wonky PHP support, poor online documentation, poor control panel, poor tech support, and although this isn’t my problem, too expensive. I’m moving it to Dreamhost.

Good luck with the domain name game. I have seldom heard of it not being a hassle; it always has been for me. Good luck.
My organizational contact asked me how long it would take to make the switch – I said “With luck, between a week and a month”.