An irony of the blogosphere is that permalinks are not permanent. Whenever a blog changes service or software, its permalinks breaks. While breaking of permalinks is not worth crying over, it's pretty annoying because internal links break as well.
Unless you are prepared to get your hands dirty, changing blog service or software means you are better off leaving your old posts where they are.
Having your own domain name doesn't protect you either if you decide to switch blogging software. This is why bloggers are leaving a trail of blogs behind them like a breadcrumbs. Nice huh? This is the situation I am in and I did get my hands dirty by writing an ASP.NET HttpModule to redirect date-based Radio URLs to DasBlog's URL format.
It's working pretty well except for the anchor part of URLs which is used by Radio to pinpoint a post in a page containing multiple posts. Since those anchors are not sent to the server, I can't map a Radio URL to a page dedicated to a single post. Oh, well. At least my permalinks are permalinks.
My next task in the blog transition is building a flexible RSS feed service framework while preserving old feed URLs.