And then there's postgresql. One has to backup one's data before upgrading major postgresql releases and then restore into the new.
Not to veer completely off-topic, but the PostgreSQL Development Group (PGDG) are very good about making RHEL packages. Unless the application you're using is constrained to the particular PG version supplied by the Upstream Provider, or you are paying the Upstream Provider for support and you want to stick with their packages - using the PGDG packages will provide you with more benefits than sticking with the OS-based packages, provided you can justify the time to dump-restore. There really isn't a compelling reason to stick with 8.1, as 8.3 has many performance benefits.
Cheers, -Josh