The following is the procedure I use on UNIX systems:
First, export all public certificates into a public keyring:
$ gpg --armor --export > pub.asc
Second, export all secret certificates into a secret keyring:
$ gpg --armor --export-secret-keys > priv.asc
Third, export ownertrust values and save those:
$ gpg --armor --export-ownertrust > trust.asc
Fourth, copy all the *.conf files in ~/.gnupg into your current
directory:
$ cp ~/.gnupg/*.conf .
Fifth, put these, and all your GnuPG .conf files, all into a
single archive:
$ tar cJf gpg-backup.txz pub.asc priv.asc trust.asc *.conf
Copy gpg-backup.txz to the new machine. Once you've done that,
uncompress it on the new machine:
$ tar xJf gpg-backup.txz
Import your secret certificates:
$ gpg --import < priv.asc
Import your public certificates:
$ gpg --import < pub.asc
Import your ownertrust values:
$ gpg --import-ownertrust < trust.asc
Make sure your ~/.gnupg directory exists. If it doesn't, run gpg
with no arguments and hit Ctrl-C to break out of it.
$ gpg
Copy your .conf files into ~/.gnupg:
$ cp *.conf ~/.gnupg
... And at that point you should be done. This technique should
work regardless of whether you're migrating from 1.4 to 2.0, 1.4 to
2.1, 2.0 to 1.4, 2.0 to 2.1, 2.1 to 2.0, or 2.1 to 1.4. No matter
which you're doing, you're covered.