I've transferred servers a number of times, and in some cases left behind friends. My problem with friends in WoW has always been that my friends will quit, I'll transfer, then they come back and I'm gone. Or they decide to reroll somewhere and ask me to come, but not all of my friends are going, so I have to choose between group A and group B. the server After rerolling allaince with some online friends, and watching all but one get bored and quit, I went back to horde.
The server I'm on now has someone I've been playing with for most of my time in WoW, he's never quit or taken a break, and he was able to get me into the top guild on the server where I can leech and get free epics. My friend vouches for me, so I get free runs of naxx 10 and 25 man with alts and such. My first night in guild I got 3 piece T7 (2 valorous), and 2 best-in-slot items, plus the 2 best daggers in the game atm. Yay for being carried! I was in full quest blues, didn't even have level 80 5-man non heroic loot, haha.
As far as transferring...
My UD rogue went: Blackrock -> Garithos -> Arthas -> sold him
Human DK went: Blackrock -> Chromaggus -> abandoned
2nd UD rogue went: Arthas -> Skullcrusher -> Dragonmaw -> Skullcrusher, where I play now