If you want to change your URL of your wordpress blog, you will have to do a couple of things as WordPress will not be able to locate the new domain by itself. You have to take certain steps to make sure everything works like it should.

1. Turn off permalinks
2. change the following row in the options table in the database. (default database table: wp_options)
   Siteurl: Point this to your new domain
   Home: Point this to your new domain
3. Go to settings > Miscellaneous and change the store uploads in folder back to wp-content/uploads if it’s pointing to an old directory
4. Some plugins don’t automatically update their internal links to the new URL, usually this can be fixed by deactivating and reactivating them. (For example : d-Tree)
5. Turn on permalinks