Do I need to officially change my address with the IRS?

Simple question here...

A while ago I noticed someone on this forum mention that they changed their address with the IRS at the London Embassy. Is this necessary, or can we simply file our (first) US return with our new UK address?

Good question. I'm wondering the same.

Form 8822 Change of Address form.  http://www.irs.gov/pub/irs-pdf/f8822.pdf

If you file this form, you increase the likelihood that the IRS will send post and letters regarding your case to your new address.  It doesn't always work, but it's better than not doing anything at all.

You can also just use your new address on your next tax return.  This means that post continues to go to the old address in the meantime. 

Thanks, Lizzit! Easy peasy. Wish everything about our US and UK tax planning was as simple....

As a follow-up question...

My husband and I were living in CA before we moved to the UK in 2006.  However, we have changed the address on our remaining US bank and credit accounts to my parents address in WA.  In addition, the majority of our belongings are now in WA and we re-registered our (paid off) car in WA, as we plan on returning in a couple years.

Now, for my question... would we want to change our address to our current, England address, or to my parents address? 

Furthermore, I know we'll have to file a CA return since we did have CA income this year.  Will we need to in the future as we've otherwise moved to WA?

Use whatever address that you feel will guarentee you get the post delivered to you.  The address is for delivery of post, not for proof of residency.