WordPress.com offering "Offsite Redirect" upgrade, should you need incase if you decide to strike out on your own and set up a self-hosted WordPress blog. "Imagine you've decided to make the move, have exported your content from your WordPress.com blog and imported it into self-hosted site. Purchasing Offsite Redirect upgrade will take the traffic coming to your old WordPress.com blog and forward it to your new domain so that links to your old content won't break and you won't take an SEO hit as a result of your move.
We use a 301 redirect to forward your traffic and "map" your wordpress.com URLs to new domain you specify. After purchasing upgrade, you can manage your redirect by going to Upgrades > Domains. You can change destination URL or suspend forwarding whenever you wish," explained WordPress.