The pros and cons of a wordpress blog really depend on what exactly you want in a blog. I was hosting my blogger blog on my own server but finally made the decision to switch about six months ago after numerous blogger outages — even though my blog was hosted on my own site, blogger’s admin page was still hosted on THEIR servers which meant I couldn’t update my blog or access anyone elses who used blogger.
There is enourmous freedom when hosting to your own site, no matter what software you use. Some of the things wordpress offers that blogger didn’t is static pages (such as a links page or an about page), categories, literally thousands of themes, track- and pingbacks, much more extensive comment moderation and spam blocking and also thousands of plugins, which means that even if wordpress doesn’t do *exactly* what you want it to do, chances are someone has written a theme or plugin to make it do more.
As far as keeping your post urls, wordpress will import them so long as you have pretty permalinks enabled on your site, which means you should choose a server that offers .htaccess. However, since you will no longer be hosted by blogger, the blogger domain will be absent from your posts — instead of www.myblog.blogger.com/date/post
the URL will be www.myblog.com/date/post
If this is an issue, I would keep my old blogger blog open (since it’s free anyway) and simply import all the old posts into WP. At the top of my blogger blog I’d make a link saying “I’ve moved” or “I’ve upgraded” and then just let your blogger blog live on forever, but use your wordpress blog from now on. That way any old visitors or anyone who has saved on old url will still have access to it, and all your old posts will also be archived on your new server and will be accesible through the WP archives as well.
I do hope you’ll join us. We’re a pretty friendly bunch, and WP really isn’t that hard to install and work with, as long as you read the directions.