There isn't a limit to how many times you can change your blog address:
The link above will show you the proper steps. I recommend not doing this too many times, because it does create and discard blog URLs, and these are not recyclable.
You can change your site title as much as you like without any bad effects, and you can also purchase a custom domain name:
Your stats are directly tied to your blog ID. If you export your blog information and import it into a new blog, that blog has a new ID from your old blog, and your stats reset.
I hope that helps!