I am trying to move a WordPress installation from one server to another one, including all of the SQL data, and the file-system data (photos,template files).
I just
You could simply dump the mySQL in a flat file and open it up in your favorite editor. Than do a find and replace for fully qualified domain name if you are literally change domains. That should take care of WordPress specific URL settings as well, so all your links in pages, posts, sidebars etc. will work. Also be sure to change the local path's recorded in the DB to reflect what the new ones will be as well.
Once your done import the mySQL file in to the new DB and have at it. If something when wrong in transit than you'll definitely know. :)