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Before you get started, there are a few things that you are going to have to check and/or think about:
Is your Joomla 1.5 version up to date? The most up-to-date version of Joomla 1.5 is 1.5.25. If your version is not up-to-date, upgrade to 1.5.25 before migrating, especially if you are running Joomla 1.5.11 or lower.
Do all your extensions have Joomla 1.6 native versions? At the time of the writing of this tutorial there are 108 available on the JED. Please note that jUpgrade is not currently able to upgrade Joomla 3rd party extensions, so those will have to be done via their respective upgrade procedures. This is however a work in progress.
Have you modified any core files? Any changes that you have made to core files in Joomla will be lost so please be forewarned.
Is there a Joomla 1.6 compatible template available from your template provider? If not, do you feel comfortable making the changes yourself? There are a couple good resources:
Do you NEED to migrate to Joomla 1.6? Joomla 1.5 is powerful and very mature. For many people there is not a need to rush into Joomla 1.6. Joomla will continue to support Joomla 1.5 at least till April 2012, releasing security updates and bug squashing updates when needed.
The two main features of Joomla 1.6 that makes it superior to Joomla 1.5 are: Access Control List (ACL) and nested categories. Gone are the days of simply having guests, registered users, authors, and editors, without being able to specify what they can and can't do in the frontend. Also, with 1.6 you can have more flexibility of organizing (and therefore displaying) your content with nicely organized categories within categories. No more being restricted to the section >> category structure. Those are all great things to have (especially the ACL), however, for many 1.5 users, it isn't needed. The main point is to decide for yourself.
For a massive list of changes from Joomla 1.5 to Joomla 1.6, please see What's new in Joomla 1.6.