For folks who are looking at upgrading MySQL to a newer version there is good documentation in the MySQL docs (for example, upgrading from 4.0. to 4.1). My (limited) experience is that folks tend to focus on moving the data between versions, and don't always think about the other ramifications involved in upgrading to a new major version of MySQL.
You'll note that in the upgrade instructions the first step is focused on the behavior of MySQL:
Check the items in the change lists found later in this section to see whether any of them might affect your applications. Note particularly any that are marked Incompatible change. These result in incompatibilities with earlier versions of MySQL and you should consider the implications of these incompatibilities before you upgrade. Note particularly the items under "Server Changes" that …
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