Moving my WP site to another domain

Once I get my site working, I am going to move it to another domain.

While (I think) I can click on permalinks to update the domain name from my current test domain to the "real" one, I am just wondering if I have to go into ALL the plugins and hunt up and change the domain to the new one (and is there an easier way than doing it manually).

For example - I am using Membership and some of the Access Levels will be tied to particular pages on the current domain.

Do I have to manually go through all of those pages and change them to the new domain name???