I started moved from using Gmail to Google Apps For Your Domain. Here are a few resources if you decided to make the move yourself.
You lose labels if you do it through the web. If you use Outlook it should be flawless, but you need Education(must be a school) or Premiere edition ($50/user/year)
I'm sorting through my thousands of emails relabeling everythign now, using the keyboard shortcuts for the first time and it makes pretty quick work of it.
An excellent resource for migrating from Gmail to Google Apps by someone who's done it. The background is a poor choice and hurts my eyes. http://base6.com/2009/06/15/migrating-from-gmail-to-google-apps/
Contacts, you can export them and import them easily; keeping groups as well.
Calendars can be also exported and imported.
Here is the show stopper for me: the missing features. Last night I was looking for some missing features and came across a thread in Google's Help forum about Buzz in GApps: