I found this very interesting article on how to add bits and bobs to your .htaccess file, which then redirects one domain to another.
The great thing about this is that – as the title suggests – you can keep you search engine rankings. The downside is that doing it this way requires hosting – which often you don’t have on domains.
Another way to deal with the problem is to simply forward the domain (speak to your hosting provider about this), however you’ll lose your search engine ranking.
I read a tech article about InMotion Hosting, and on there they say that Google is rather up-to-speed with changing links. I’m saying this becuse I want to free up one of my domains (www.wordpress-guru.co.uk) and import all articles into this site – so the content stays the same, but all URLs will change. Let’s see how Google can cope with that.