I've made major moves every few years for most of my life. Generally, they were for jobs (my parents, then mine) or school. There is a period of adjustment, but I'm so used to it that I always took it as a given in life. As a child, the most difficult/unexpected aspect was the "insider" knowledge that everybody in the new place took for granted, but which I did not know. Additionally, it always sort of miffed me that some people in the new place sometimes acted like I was so lucky to have moved to civilization and escaped from whatever Robinson Caruso-like existence I had been eking out in the previous godforsaken location. Meanwhile, those people generally did not know the first thing about the place I'd moved from.
As an adult, the biggest hassles are the logistical ones--finding a satisfactory (and affordable) daycare, finding dentists, doctors and a good mechanic/plumber/electrician/etc, dealing with different unwritten traffic rules.
The biggest culture shock I ever experienced was actually moving back the US from overseas. You expect culture shock when you move some place new. Not so much when you move back to your home country, so it can take you by surprise.
Word to the wise-moving is expensive. Stump for a generous relocation package.