How can I move my WordPress website to a new location?

Here are some good resources :

http://codex.wordpress.org/Giving_WordPress_Its_Own_Directory

http://codex.wordpress.org/Changing_The_Site_URL

And here is another way of doing this :

First, install the theme on your new website,
then go to your previous website and backup your site using wordpress export tool (tools > export)
go back to your new website and import the “exported file” using wordpress import tool (tools > import)
screencast is also available (installing and importing data)