Sql server should have permissions to copy the file, so xp_cmdshell.

My approach for moving databases:

1. Alter DB set single_user rollback immediate

2. Alter db set offline

3. xp_cmdshell to copy mdf/ldf to new location, if error, goto 6.

4. xp_cmdshell to rename old files from data.mdf to data_old.mdf

5. Alter DB to point to files on new drive.

6. Alter db set online

7. Alter db set multi_user