The article you linked to covers everything you need to know. I will just clarify what you do not understand and what is outdated.
Site Redirect
The domain mapping is done through wordpress.com to do a 301 direct, which tells search engines that you have moved permanently to a new address. It is outdated now and superseded with the site redirect upgrade option. The link shows you exactly how to do this. And the option costs you $13 each year.
In my opinion, one year of 301 redirect is more than enough to inform search engines that you have moved. So $13 for one year is enough.
Image Implications
Also, I’m not sure how true it is that the export option will load your images. The image source link will still remain as the wordpress.com one if I’m not mistaken. It will pull the images from the old wordpress.com site. You may have to manually save the images into your host, if you want your new site to get the images from your host. Again, I’m not sure of this. I moved from wordpress.com to self-hosted back in 2007. My recent use of the export function(self-hosted to self-hosted) also yielded the same results.
Use Linux
And personally, I prefer to run WordPress on Linux. Here’s why.
More SEO Concerns
If you are afraid that the 301 redirect is not enough, you can use the SEO plugin by Yoast to improve your new site’s basic SEO.
Always Backup
And here’s an important piece of advice once you come into the word of self-hosting. Always backup your site when you make major changes. And do a regular backup as well. I once deleted my entire site database by accident. And I had no backups…
I hope this answers your question(s).