You want to change your website's domain name, why? Is it because you want one with your business' relevant keywords in it - simple or maybe not.
You probably started out with a funky or quirky domain name, say:
www.bobscoolstore.com
But now a few years down the line you realise you want to actually generate some money through the website, its vanity role is over. So, your business is selling blue widgets, therefore you think the optimum domain name would be:
www.bluewidgets.com