Newer Macs and PCs allow you to use a
cable to make such transfers simple. If you have a Mac, you can use an Apple
Firewire cable to connect your computers and instantly transfer your content
and settings to your new laptop -- just follow the few steps that come with
your new Mac's manual.
For a Windows-based laptop, try using
Microsoft's Easy Transfer Cable, which works the same way. Otherwise, you can
try manually transferring your old files and settings an external hard drive
and then transferring them to your new computer.