Macs come with two applications - Setup Assistant and Migration Assistant - which will migrate (copy) nearly everything you want from your old Mac to your new Mac.
Basically, you connect your old and new Macs together with either a network cable or a FireWire cable. When you start your new Mac for the first time, Setup Assistant will run and you can migrate your files at that time. If you don't choose to do it then, you can always run Migration Assistant later.
The one thing I'm not sure about is Safari bookmarks, but you can always export a file of them from Safari on your old Mac (File > Export Bookmarks), copy the file to your new Mac, and then import the bookmarks into Safari on your new Mac (File > Import Bookmarks).
Here is a basic overview of Migration Assistant.
And here is some more detailed information about Setting-up a new Mac from an old one from one of the higher level contributors to these forums.
A little further info. Setup Assistant & Migration Assistant can both copy (migrate) the following from your old Mac to your new Mac:
- Applications (but you should probably NOT migrate any applications)
- Other files & folders
Your iTunes & iPhoto libraries are normally inside your User folder (account), so they will be copied along with everything else that's in your User folder.
The only gotcha is if you saved things in folders that are not inside your User folder. In that case you will definitely have to select the "Other files & folders" option when you run Setup or Migration Assistant