Utilities: Many major utilities (phone, electric, cable, gas) now accept service requests and transfers 'on-line'. In most cases you'll need to have your recent bills in hand when you come to the computer. Many bills will have the URL (Web address) of the customer service site printed on the billing statement. There are also a few new online services that can help move many of your utilities and services in one stop (see Resources below). You'll still need your existing statements if you plan to transfer service, but the 'one stop shop' will save you time surfing from site to site.
Magazines & Mail: Filling out the USPS mail forwarding form will ensure that first class mail follows you for a few weeks after your move, but you still need to notify the people and companies that send you mail regularly. Think about the important mail you receive which may not come each month, like life insurance premiums, auto insurance bills, or other important financial statements. Similarly, you'll want to notify the newspapers and magazines to which you subscribe. Many allow you to update your address on-line. You can also change many magazine addresses with a single phone call (see Resources below).
Moving Your Phone: A recent study by SBC Communications found that 37% of people forwarded their telephone to a cell/mobile number during their move. Forwarding to a cell phone eliminates the uncertainty of when the phone will be connected, and whether the number they promised will actually be available when the line is provisioned.