If you have moved since your last tax return was filed, use the current address when you file your taxes. Even if you are filing a prior year tax return, and your address was different during the tax year which that return concerns, you must include your current address, so that the IRS can contact you regarding that tax return in the future.
The IRS recommends contacting them every time you have a change of address. This is most important if you have recently filed a tax return when you move, or if you are expecting communications from the IRS for any other reason. You can file an IRS Form 8822, Change of Address (download Form 8822 in PDF file format here) to submit a name or address change at any time during the year. The IRS explains other ways to notify them of a change of address on the Change of Address - How to Notify IRS page.
Whenever you move, you should also change your address online and have your mail forwarded to your new address at the USPS Official Change of Address Form. The IRS also recommends a series of other steps to take when moving on the Moving Soon? Let the IRS Know! page.