I found this brilliantly simple article on the WordPress site: http://wordpress.org/support/topic/migrate-wordpress-to-another-server

Ok yall. I have been trying to migrate my wordpress website over to another
server for several hours now and finally figured everything out!

Here are the steps I took:

1. Copy the home directory over to the new server.
2. Create a new database and add a user to that database.
3. Add the new database settings to the wp-config.php file.
4. Export your database from the old server using phpMyAdmin to your local hard drive.
5. Open/Edit the database file using WordPad! Update the url paths throughout the entire file to match the new directory paths of the new server in case they have changed. In WordPad, Go to Edit, Replace. This will open up a search and replace window. In my case I had to update the file
   path from home/gillette/public_html/gillettewyomingblog to home/gwblog/public_html. Once you update all the file paths, just save the file.
6. Now import the file to the new server using phpMyAdmin.
7. This is where I got hung up. I got everything working ok up to this point. When I went to my website, the main page loaded just fine and I could see all my recent posts. But when I would click on ANY post, category or link to another section in my blog I would get a blank page!!!

So I finally figured out that you have to go to your WordPress Admin, Options,
Permalinks, then make sure your Common Options are still set to the way you
had them before on the other server and just hit Update Permalink Structure
and WaLa! Everything is now working properly on my blog and all the links
work. Hallelujah!

I hope this helps someone. It took me several hours to get “my method” to
work. There was no need to download the posts to any xml files or anything
like that.

Here’s my blog: Gillette Wyoming Blog