change of site name
If you mean Full site name and Short site name (top left corner of moodle) go to
Administration -> Front Page -> Front Page settings
make changes and Save changes.
If you mean the web address change paths in config.php according to the new web address and use admin/replace.php to change the addresses in database.
So since this thread was already necro bumped and it was the one that came up on my search I continue on with it. Is the information in this thread still valid? I created a new dev moodle site from a copy of our production moodledata/database but it has a different name url. In the 2.8.2+ version of the code I don't see a replace.php among any of the files under admin, admin/cli, or anywhere on the system for that matter.
I still wonder why this tool isn't directly linked inside Moodle, but I must admit, awesome tool, as I have used it at time, not just to replace the URL, but many other things as well (like manual paths to a file on server), what it basically does it look out for string values in the database, and replace it with new values. just like you are using a find and replace tool in any word processor, but, there is no UNDO tool available, therefore making a backup copy of database is STRICTLY RECOMMENDED.
I wish, it had options to check, to look within specific area of database, for example within MOD area of Moodle, as mainly it is the section of database which is manually typed.