I recently migrated this blog from Blogger, which was posting via SFTP to a shared hosting provider, to a self-managed Typo installation. One of the biggest reasons I didn't do this sooner was that I didn't want all of my old URLs (and the links that point to them) to stop working. After all, what is the point of a permalink if it stops working one day? It isn't that I have such high page rank with Google or anything, but I didn't want to have to start over from scratch.
I wanted to be sure that if someone either typed in a URL that used to work, or followed a link from an outside page, they would end viewing the content that they expected to land on. I thought some about having some kind of logging, so I can be aware of when people use these old links, and where they are coming from. I also thought about having some mechanism for alerting the user that the link they followed is old.