I am in the process of trying to find all this out as I want to leave Switzerland for good.
Seems you can take your l.p.p 2 eme pilier depending on the country you
go to but not AVS that they keep that until your retirement age, again it all depends on your nationality and the country you are going to..and if that country has an agreement with here..
I was told as a Brit going to Australia, because I was British my AVS would stay here, unless after ex amount of time in Australia I became a citizen then it could be transferred to Oz, and that my l.p.p 2eme pilier could be transferred into a private bank account because I was leaving the E:U.

I found Hotela brilliant they gave loads of good advice by phone, the website is in English as well!
also centrale de compensation cdc site is good. (http://www.zas.admin.ch/cdc)
I spoke to agence communale d'assurance social in lausanne, they all gave pretty much the same advice.