Well, I can't imagine the billing company that you are no longer going to use will do all the insurance credentialing work for you. Several insurance companies use the CAQH database, so make sure you update that. Other than that, you will need to contact each insurance company to find out how they update. Some you can submit online. Some must be on their form. Some you can fax a letter. Medicare is through PECOS. Expect that not every insurance company will update correctly and promptly. Try to maintain a good relationship with the billing company and request they forward any correspondence received.
As far as clearinghouses go, I believe most offices typically just use the clearinghouse that is linked with their software. When we did in house billing, we were using Greenway's Intergy and didn't have a choice in clearinghouses.
Good luck. And my 2 cents is that no one outside your office will care more about your billing than you.