If you are looking to move your files, then it depends on the new host. If they are also using cPanel, you can make a full backup of your account, which creates one single file with all of your site data, including databases.
Lastly, you can simply use FTP to create a backup all your files to your personal computer and then FTP them up to the new host. To move the databases, however, you will need to <create backups for them and then restore them at your new host.
Thank you Scott! I was searching the site to no avail and it was quite frustrating. Thanks again, Thanh