Genuine question. As someone who has multiple domains via Wordpress.com and hosted with Wordpress for years now, what are my options if I choose to shift away? 

I will do my own research, but any tips and testimonials will go a long way to help guide my rx. Thanks in advance.  

 I'd recommend looking into finding a cheap host and throwing all your domains into one account and then do one-click installs of WordPress(dot)org version on each domain's site. Backup your WordPress sites to XML and images/import the posts/content into the new sites.