I just used a USB stick and transferred the files manually.
It took quite a kong time to do, believe me. But it was my fist MAC in 8 years (old PowerPc version I got from my parents for university....loved it even back then in 1995 when i got it!!) so it was a good excuse to okay around and get used to it.
One I had everything on my iMac, once i got my MBP I was able to use the auto file transfer over wifi....it still took awhile but I didn't have to manually do it so that was great.
Enjoy and have fun with it.