Upgrading WordPress to the latest version is surprisingly easy following these instructions.
The easiest way as it turned out is actually to update often. While there is no need to follow every single minor releases, it is nevertheless a good idea not to skip too many releases in a row.
I found out this when I upgraded to 2.6.2 from an early 2.2 version. Since there has been many release in between, the database has changed quite a bit and after the upgrade I found out that the categories were messed up. Luckily it was not too time consuming to update the post categories back using SQL scripts. But after that upgrading to 2.6.3 and then to 2.6.5 had been a breeze.
