Services or credit with your old provider will not transfer, these include voicemail, SMS, MMS and WAP.
If you have any stored messages on your old SIM or any voicemails saved, these will not be transferred either.
You will need to record any phone numbers/contacts stored on your old SIM before the number is ported, as these will be lost during the porting process.
Some 3rd party SMS services such as ringtone subscriptions will continue after you have ported your number. Should you wish to stop these, please check with the 3rd party operator on how to do it.