Hi Johan,
Usually, the fastest, easiest way is Migration Assistant, already built into the OS. You would connect up the two Macbooks via a Firewire cable, open Migration assistant in the new MacBook, and restart the old Macbook in Firewire target mode.
When you open up Migration Assistant in the new MacBook, it will give you step-by-step directions on how to do this.
It's not foolproof, but I've had very good experience using it several times. Basically, once you start Migration Assistant, it will just take a little while, you just walk away and let the two computers do their thing.
HTH,
Chris