So far, the first couple of day's research has told me that it's not as bad as I thought so far if you're not too tied up here.
We've got a bit of funny situation as the exact date for starting my new job is not confirmed yet (due to visa aplications being made late by the new employer) and there's a vague possibility of another month here, so we're having to run plans for a few different scenarios. We're also a little light on savings, so we're not splashing out on too much stuff and working out little ruses to save money on the invariably expensive business of moving continent.


Things to cancel - there's threads on most of these subjects, I'd imagine

Rental contract
Household and personal insurance
Health insurance
Cable / phone
Electric / water / gas

For us, that's about it, but I'd imagine many of you have other commitments, like cars, mortgages, etc.

We're also going to deregister the wife and kids so (being EU nationals) they can have a day in France and then come back as tourists on massively cheaper holiday insurance from the UK. A nice way to save Fr. 500. EU nationals can do this for 90 days without filling in any paperwork.
After talking to the secretary at work, she reckons that for earners on <Fr.100,000 a year who've not been here long, you might as well take out your 2nd pillar pension pot, so we're looking into that, too, although she reckons it'll take six months to get the money out. I also found that the accident insurance arranged through work for myself also covers me for the first 30 days after the contract ends and can be extended for Fr. 25/month - I don't know if this is just a perk for civil servants.