The outgoing station owes its listeners something to remember them by. WNBC did a great job of this, if I remember correctly; they did several hours worth of documentary that aired prior to their flip to WFAN.
It's really tempting to spend time decrying the change - a celebration of the difference it made in peoples' lives is the way to go.
(Though, on the "decrying their impending doom" side, you can't do much better that Philadelphia's WDRE, who put together a final concert night and called it the "WDRE Bitterfest", even letting a "lucky" contest winner be the guy who finally pulled the [ceremonial] plug on the station.)
-Sean Carolan
Altrok Radio at
http://www.altrokradio.com