SET	@current_path='site.dev.example.com', 
	@new_path='site.stage.example.com';
	
UPDATE wp_posts 	SET post_content 	= REPLACE(post_content, @current_path, @new_path);
UPDATE wp_posts 	SET guid		= REPLACE(guid, @current_path, @new_path);
UPDATE wp_options 	SET option_value 	= REPLACE(option_value, @current_path, @new_path);
UPDATE wp_postmeta 	SET meta_value 		= REPLACE(meta_value, @current_path, @new_path);

SET	@current_path='site.dev.example.com', 
	@new_path='site.stage.example.com';
	
UPDATE wp_posts 	SET post_content 	= REPLACE(post_content, @current_path, @new_path);
UPDATE wp_posts 	SET guid		= REPLACE(guid, @current_path, @new_path);
UPDATE wp_options 	SET option_value 	= REPLACE(option_value, @current_path, @new_path);
UPDATE wp_postmeta 	SET meta_value 		= REPLACE(meta_value, @current_path, @new_path);
UPDATE wp_termsmeta	SET meta_value 		= REPLACE(meta_value, @current_path, @new_path);

SET	@current_path='site.dev.example.com', 
	@new_path='site.stage.example.com';
	
UPDATE wp_posts 	SET post_content 	= REPLACE(post_content, @current_path, @new_path);
UPDATE wp_posts 	SET guid			= REPLACE(guid, @current_path, @new_path);
UPDATE wp_options 	SET option_value 	= REPLACE(option_value, @current_path, @new_path);
UPDATE wp_postmeta 	SET meta_value 		= REPLACE(meta_value, @current_path, @new_path);
UPDATE wp_termsmeta	SET meta_value 		= REPLACE(meta_value, @current_path, @new_path);

If the official codex approach (http://codex.wordpress.org/Changing_The_Site_URL) is causing you problems, give this a try. Be sure to change the constant declarations and modify table names as necessary for your instance. Confirmed working with WP v3.4.

Wordpress updating URL paths after address change

url, mysql, path, wordpress

MySQL