As you can easily see when you visit LessWrong.com, the site transfer is complete, and we are now on the new URL. The data import will run for the next few hours, and by tomorrow morning everything should be complete.
Let us know if you run into any problems, find any broken links, or anything of that sort!
This is a DNS cache issue, and I don't think there is super much we can do about that. Either your local machine, or whatever your DNS server is, has the IP address of the old lesswrong.com server cached under the lesswrong.com name, and so when you enter the old URL it tries to access the old server. This will automatically fix itself as the DNS cache of people's machines expires. We changed the DNS about 5 days ago (before that Trike's server manually forwarded to our URL), so this should be fixed soon.