I transferred my hunter alt to the same realm as my druid main. Normally on a transfer you lose all your UI settings, macros, etc. But thanks to my guildmate Locoflora I got them back. It's really easy; just go into your WoW directory and look for WTF\Account\YOURACCOUNT. Then browse to your old realm and move the folder for your transferred toon to the new realm. If you renamed your character as part of the move, you can just rename the folder, too. This shift seems to move your macros, UI layout, and your addon settings. (At least, Ace2 addons). Simple!
BTW, you're only allowed to transfer 10,000 gold per character. But there's no limit on the value of stuff in your bags. My old realm found itself depopulated of rare gems and Darkmoon decks this week :-)