Just exported all my olds posts from an old blog I had going ( well still is really ) at wordpress.org, which still has to be the easiest and quickest way to set up a website.
Now going to load them all up and import ( hopefully ) all the old images e.t.c
Thankfully wordpress have made this really easy.
Here is a very quick fire Tutorial.
Go to your WordPress.com website and follow through these images
Now visit your new site, your wordpress.org installed selfhosted site and go to your dashboard
Select WordPress from the optionsChoose and find the .XML file you just downloaded
Once uploaded you will be given the chance to add the posts to another author.
Also check the box to download all attached images
Thats it all done!