New Computer, wondering about Migrating

I will be getting a new computer. I am wondering if there is a easy way to move all my files from the old computer to the new? I have read the migrating information on Microsoft, but to be honest, I don't care about the setting as I will be going to Vista with the new computer. I am more interested in getting all my pics/gamefiles/tons of other stuff I don't wanna lose.

I have heard something about using a USB to USB cable, but have not found any reliable information on how this works.If someone could enlighten me I would appreciate it.

Thanx in Advance,

Mako