No matter what, changing your domain name will affect your search engine rankings, largely because each search engine responds differently to such changes, but you can substantially limit the damage done. Google has taken the lead as usual in dealing with URLs that change and will quickly index the new file with virtually no interruption if you follow some fairly straightforward procedures.
The critical element in successful URL redirecting (or “domain forwarding”) is taking the time to make sure that ALL links to your old page from other websites are updated. That step must be done. Unfortunately, it is the most difficult step, as many links may be on sites that are neglected or even abandoned.