If you have a PC, before you do anything else, copy all the stuff you want to keep onto a portable drive and then recopy it onto the hard drive of your new computer. That way, you have an extra copy of your data in case something goes wrong. You can also use a Microsoft utility called Windows Easy Transfer that lets you choose what you want to move over to your new machine, including documents, music, pictures, e-mail, even program settings and user accounts. Use this utility along with a special cable to hook up your old and new PCs and transfer the data directly between them [sources: Microsoft, Intel].
Another option is to transfer files from your old PC onto a portable drive by attaching the drive to a USB port. You open both your hard drive and the portable drive in separate Windows Explorer windows and then click and drag your files and directories onto the portable drive [source: Intel]. One advantage is that it also lets you do a little housekeeping and ditch stuff that you don't need anymore.
If you have a Mac, you don't need the portable drive, because you can transfer files directly from one machine to another using a FireWire or ThunderBolt cable connection. Use a program called Migration Assistant found in Applications/Utilities [source: Apple]. Finally, data on both PCs and Macs can be transferred wirelessly if they are both on the same network.