Once you have done the export / import multiple times, it gets really easy :)

Here are some things that made things alot easier for me

1. Update magento/app/etc/local.xml with your changed database details
2. Update the secure / unsecure urls to match your new domain / setup
   These settings are saved in the magento_core_config_data table.
   The two settings you need to alter are
   – web/unsecure/base_url
   – web/secure/base_url
3. Sometimes the foreign key constraints break tables on import. The most common are :
   – magento_customer_group
   – magento_core_website
   – magento_core_store
   – magento_core_store_group

   Just check your old setup and update those tables by hand.

   You can run queries by activating and deactivating the foreign key check like this:

   SET FOREIGN_KEY_CHECKS=0;

   INSERT INTO magento_core_website (website_id, code, name, sort_order, default_group_id, is_default) VALUES
   (0, ‘admin’, ‘Admin’, 0, 0, 0),
   (1, ‘base’, ‘Main Website’, 0, 1, 1);

   SET FOREIGN_KEY_CHECKS=1; 

4. Make sure to delete the following folders before you try to access the install again
   – var/cache
   – var/sessions