First, congratulations on the MBP purchase. I'm sure you are going to love your first Mac.
As for moving your music files, with 5,000 songs you likely have somehwere around 25 gigs of music. If you have an external drive, that's probably the easiest and fastest way. Just make sure it's formatted for your PC first, since Macs can read PC-formatted drives, but the reverse isn't true. You can also do it via your home network, but keep in mind that moving that much data over a wireless connection will take a while. I think you can use patch cable to connect the two computers via ethernet, but I've never connected a PC and a Mac this way, so I'm not sure what settings you would have to change in order to do this.
As for importing into iTunes on your new Mac, there are several things you can do. You can just do a standard import/drag & drop into iTunes. The faster way, since you will have already copied your files, is to
1) export your library from your PC (File: Export Library...). This will general an XML file.
2) place your copied music in the iTunes music folder on your mac
3) copy the XML file to your Mac
4) import the xml file
This will tell your Mac where all your music is, etc. There may be a better way, but this is how I've done it in the past. I can't remember if it saves your EQ settings though.