Take a look at alternate access mappings.

technet.microsoft.com/en-us/library/cc263208(office.12).aspx

This will allow you to take existing content and push it using a different URL.

One tidbit I didn't mention - we are leaving one web application on the old MOSS
farm and it is keeping the old URL. So, AAM will not do it.

If you're keeping your original URL while moving the content to a new URL then I
don't see a way of preserving your Office settings.

How about an HttpHandler that catches the request and redirects as it needs?

A few years back we merged a stand alone sharepoint web app into our main
corporate web app. We used a default.master redirect on the old sites to
redirect users to the new sites for a couple of month before taking it down.
We still use this for site migrations and it works pretty well. The only
problem is that it does not capture users that link directly to a document,
all others will get he redirect page. As part of our site migration script
we set sites to read only after a migration to keep data from getting out of
sync.

You may want to give this a look-
blog.falchionconsulting.com/.../replacing-navigation-urls-u\
sing-stsadm/