I agree with the folks above, a 301 generally should do the trick. However this will, well should reallocate the link
PR to the new domain but like Redcardinal said above in terms of like for like comparion of the domain name itself, if the old established one had keywords in it then you could be likely to lose a few positions if / when switching to something keyword free mainly for the purposes of ease of branding.
Do keep your old domain though, anyones that have links at least.