Depending on the version of Mail in each machine, simply copying the Mail folder from your Home folder's Library to the new machine should suffice. Remember to do this when Mail is closed on the new machine though. Alternatively, use Target Disk Mode with Migration Assistant in the Utilities folder.
You also need to copy your mail preferences over or you won't see any of your mailboxes. Also have your mail account passwords to hand as you will need to put them in again.