Moving can be a stressful experience for kids. Help them prepare them for the experience by being as up front as you can, right from the start.
In addition, if you share custody or visitation with your ex, make sure that you're in compliance with the relocation guidelines in your state, which may require that you give 60 days notice before moving with your children. Check your own divorce decree or child custody agreement, as well, in case either document stipulates an even smaller amount of advance notice.
Keep in mind, too, that a parent's impending move can be just as unsettling for kids. Be prepared to give them as much information as possible, including how the move will impact their current visitation schedule.