WhatsApp is now support back up via Google Drive. You will not lose your Whatsapp messages when you change your phone. No need to go through the hassle of backing up to a external SD Card or to your computer.

Just enable the Google Drive Backup.

You can also choose the frequency of the back up that you desired.

This is the coolest feature to have. I can change my android phone now without worrying the loss of data.

WhatsApp FAQ
How do I use Google Drive Backup?