In the computer repair shop I used to work in, we would copy over the whole of the user profile. It's actually a hidden folder which contains everything associated with your account, including data. However, this whole procedure was advantageous because everything was being put back on the same system - not your case. If this is something you want to do you may want to think about that carefully if migrating to a different version of windows.
Whether you just transfer data or the whole user profile, the easiest way to see what you have is to unhide hidden folders. So instead of seeing C:/windows/users/public you would see C:/windows/users/public as well as a /default profile or even your own /username profile.
To transfer data to a new machine in a simpler way, I'd copy the whole of My Documents, My Videos, My Music etc, from your userprofile - again this can only be found by unhiding hidden folder, from folders option, and navigating there as shown above. Also, make sure you save documents that have been inadvertently saved to the Default profile. (the visible one) That happens quite a bit with programs that save without consulting the user.
Obviously, if you're in Windows 7 and have use of the Libraries feature, it'll be easier to see what you have.
Hope any of that helps. Should have written a hub on it really, missed a trick there :-))