On the SitePoint PHP blog today Craig Buckler has posted a new tutorial about redirecting old URLs - specifically WordPress ones - to their new locations.
We recently devised a system to redirect old URLs in PHP so that you could avoid "page not found" errors (I suggest you read it before venturing further). In this article, we'll create a similar system for WordPress, the popular PHP CMS. [...] There's probably no need to worry about redirecting old URLs if you've been using WordPress since day one. The system is reasonably good at finding the right page, even if you change your permalink structure.
They show a simple way to update your theme to catch the "not found" pages and redirect them to another script for handling. This new script takes the request and looks through an array of options to see if there's a match, then redirects if there is (via a 301 HTTP status response).