I can’t speak for anyone other than Google, but Google does not penalize for switching IP’s (i.e., hosting services). They look at domain. If you changed domains, then you are certainly subject to the Google Sandbox penalty. I just swithched providers about 10 days ago, was down for a couple of days, while DNS propogation occurred, and all is the same for me.
Otherwise, your ranking reflection is probably related to something you’ve done SEO-wise. I cannot vouch for Yahoo, MSN, and other “2nd-tier” search engine algorith,s.