that depends, really... if you are experienced in using networks, you can share all of the folders containing the things you want to transfer, and just download them to your new computer. The bonus here is that if you have an existing network, you won't need any other hardware to do it, and if you're using ethernet, it will be pretty fast.
but, for most people, the easiest thing to do is save everything onto a flash drive, or external hard drive, then plug it into your mac and copy it all over. The benefit in this case is it's pretty easy to accomplish for basic users... plug-in, click-and-drag, unplug, repeat.
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