I very recently exported my wordpress.com blog to a wordpress.org blog. I exported everything over, including name and look.
Now I find I cannot do a 301 redirect from the old wordpress.com blog to the new one (I read this in wordpress.com, hopefully I misunderstood), so I left a farewell post giving the new blog URL.
I also deleted the old posts from the new blog so there wouldn't be duplicate articles and I put a link to both blogs on my website to get credit for the ranking and following the old blog already had.
However, this whole business seems crazy. Is there a better way to swap a wordpress.com blog for a self-hosted one?