I didn't have my mail forwarded, but I just contacted all the important ones like my bank, credit card, etc and gave them my change of address.
At the time I had a PO box so I just kept it for an extra 6 months and gave my friend who worked close by the key. She emptied it out for me and mailed me everything. After the box expired she returned the key and kept the $5 deposit. I figured anything after 6 months or so just wasn't very important anyway.