Hi Kathryn, these are both good questions

Ultimately, no it doesn't matter much where you purchase your domain name - although some registrars do not necessarily provide easy access to the namerservers, and other aspects of your account that you would need to utilize in order to change hosting companies. (For domain registration I can recommend GoDaddy, although that's certainly not the only viable option)
As far as how to switch webhosts - we actually have an easy tutorial on that exact topic - you'll find it
here. Some hosting companies will help you move your site for a small fee (we do!

) but it's really not too complicated to do on your own with the info in the thread I linked to. Hope that helps!