Don't use FXP, you will lose permissions/ownerships on files...
Here's a quick guide:
Login to telnet of old host.
1. Goto directory where you web files are... ie /home/site/me/web and type
tar -cpf backup.tar *
2. wait a while.. now all your files have been "zipped". Now at shell type
ftp
open
www.newserver.com
put your login and pass in
put backup.tar
Now you wait a looong time till transfer is done..
3 FTP in your new host and move the .tar file in the web visible folder.
4. Telnet in and now type in the folder that the .tar is in:
tar -xpf backup.tar
Wait a while...
=) Done!
rm backup.tar removes the file
Tadaa!