The bad news: Most people will experience some form of culture shock.
The good news: It is manageable.

Culture shock tends to hit every individual in a different way, and even members of the same family can have a vastly different reaction to the change. The key is to understand the phenomenon and prepare for it.

Stages of Culture Shock

First stage - After arrival most people experience initial euphoria. This is sometimes called "the honeymoon period". This period can last from a few weeks to a few months, but it will almost definitely end.
Second Stage - Sudden disenchantment, irritability, confusion, maybe even resentment toward your adopted country. Differences between your new home and place of origin become sources of frustration. This is where people often note "culture shock". This is the toughest part of the process, so expats can be comforted that if they hang in there things will get better.
Stage Three - A gradual adjustment into foreign life. Almost imperceptibly you will find that you are comfortable with things that were difficult and you may stop generalizing about your adopted country and countrymen. You may even concede that some things are better.
Stage Four- This is the final stage, where you are truly experiencing adaptation or bi-culturalism. Rather then losing a part of yourself, you have become a more multi-culture person. You have successfully passed that barrier of immigrating in the mind.

Steps to Overcome "Culture Shock"

Company Plan

If your are sent abroad by your company, most large businesses already have a detailed plan. They will often have established benefits to facilitate the move (company housing or agent, language classes, cover moving costs), as well as a guide or adviser to help answer questions and make you comfortable in your new home. Confirm these details in your negotiations and confirm them in writing in the contract.

Prepare Mentally

Establish a time line considering your work requirements and children's school schedule. In some areas, it may also be beneficial to consider the time of year. There is nothing quite like moving to Moscow in December during a snowstorm!

Keep an open mind. Do not automatically perceive anything that is different to be "wrong" or "negative". Different just means different. Try to be an objective observer and learn about why things are done differently- it may be better.

Research the area and customs. Minimizing the shock factor can help you feel more comfortable in a new environment. Reading expat blogs can help you be prepared, as well as reading City/country guides.

Think about where you would like to settle and what your needs are. It also important to consider your family and their needs. Consider your values, interests, and goals and if they can be fulfilled in a particular location.

Begin making contacts in your new country of residence. Both for business and social reasons, you will need to expand your circle. You might do this through social and professional networking sites, sports clubs, or for groups focusing on newcomers to the city. EasyExpat's forums are an excellent place to get acquainted with other expats in the area.

Learn the Local Language

If the dominant language in the place you are moving is different from your own, learn the language! It isn't always necessary, but it will greatly decrease your sense of isolation, increase your ability to communicate and make friends, and add an important skill to your repertoire. Language is a key to a culture- unlock it.

Get acquainted with the social conduct of your new environment. Do not assume or interpret behavior from your own cultural perspective or "filter". Behavior is not data. For example, Americans often use the phrase "How are you?" to mean "hello" or "I acknowledge your presence as I pass you in the hall." A foreigner may wonder why Americans don't respond in detail to this question about one's well-being. Thus they may interpret the behavior of walking away before one has a chance to respond to the question to be "uncaring", "superficial" or even "rude". An American knows otherwise and would probably not be offended that someone did not take the time to respond to this question. Remember: If in doubt, check it out!