I would like to add a few things:

Get all new bank accounts at a new bank. Not a different branch of the same bank. Whole different bank; preferably in a different town. Try and find one that rents safety deposit boxes, and stash copies of important documents there.

Don't get a fancy new cell phone right away. Buy a "disposable" pre-paid phone, like Tracfone. This way, if he starts harassment over the phone, you can use the one he's calling to collect evidence against him and inexpensively get another phone to actually use. (Put the first one on silent, and just remember to charge it from time to time.)

Get a post office box. Get one that's neither in the town where you'll be living or where you or he work. It'll be harder for him to find you, and he won't have much excuse for being there.

If you have kids, make sure their schools know about the divorce, so they can prepare for any nasty confrontations that may ensue. Also make sure the emergency contact info is up-to-date.

I'm sure others will add a lot more good info I can't think of.