Best method of transfering website to new host?

I've had shared hosting the past few years and I just got a 'virtual' dedicated server which I'll be moving my site to.

The website is basically just a forum with slightly large databases ( over 280k posts ), what is the best method of transfering the forum with the mysql dbs to my new server?

My current host isn't being much help and since I've only had shared hosting in the past I have no idea where to start.

Any input is appreciated!

 

 

 

 

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