A domain name is like a Saving Account. Every effort you make is like putting a few dollars in this saving account. However, you can’t transfer the account easily to another bank. Fees for transferring the money is very high. Moreover, interest rate (your visibility) will vary tremendously depending on the domain you choose.
Would you prefer a saving account at 6% or 0.5%? That might be the difference you get from a good domain name compared to a bad one.
Over time, and based on your effort, your domain reputation (Page Rank on Google) will increase. Moving from your actual domain name to another one will adversely impact your domain reputation. As such chose wisely.
If your actual domain does not match most of the criteria's outlined in this post, you might consider moving to a new domain name. Pay attention, there is a penalty. Read this excellent article on the topic. If your current page rank is low, you might consider doing it now!