You may be able to just take the hard drive from your existing computer, put it in your new one and boot it up. You'll probably have to do some minor reconfiguration for any new/different hardware (video driver, sound card, etc.) but that'd probably be simplest way.
If you're planning to start with a new hard drive, though, you could just back up everything in your /home directory and copy it to your new disk after you're done installing. Almost all of your user-specific settings are kept there, so that should restore the important configuration settings like desktop icons, xmms skins, browser bookmarks, etc.
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