You need to move the db as well and depending on if you are using shared or dedicated hosting you might need to update the web.config connection strings.
It would be easiest if you go ahead and add the new domain to the portal alias list before moving so that you can get to the site once moved.
Can I ask why you are changing domains? If this is an important site with any SEO value you need to be careful about changing the name; since you can loose links, etc.
Provide a little more info and maybe we can help more.