How can i moved my blog from wordpress domain to another domain? and which "free" domain is recommended?

I have a blog, and its domain is at wordpress(xxxx.wordpress.com) and i want to move it to another domain because of bandwidth and also because i want to install those plugins(.php) which can be used by FTP softwares to upload them, so how can i move my blog to another better root domain and which free domain is the most recommended??