It only took a few minutes (the new blog was already set up, but even that didn’t take long). And it means that I can control pretty much everything. Including all details of the theme (should do this soon), all sorts of plugins (including the one creating short URLs and posting them on Twitter), and everything having to do with the site’s administration.
Of course, I’ll have to reconfigure a few things. For instance, it seems that I’ve lost most of my categories. Might have to reimport everything because of this. And I’ll need to find plugins to get some of the functionalities I had on WordPress.com (such as the “sourcecode” shortcode, for my previous post).
But I still think it’ll work, in the long run.