You may want to use this approach for creating any database.
Create (or use) a directory for symbolic links to the devices you wish to use. Then create your database, but instead of going to /dev/device, go to /directory/symlink - When it comes time to move your devices, you shut down the server, simply dd(1) the data from the old device to the new device, recreate the symbolic links to the new device and restart the SQL Server. Simple as that.
Backups are a requisite in all cases, just in case.