It sounds as if you've completely bastardized the switching hosts process.

Things to do on current host:
1. Backup database (make multiple backups for peace of mind)
2. Backup files
Things to do on new host:
1. Restore files
2. Create database and database user(remember the new database name, user, and password)
3. Restore old database.
4. Update includes/config.php with new user/pass/db name if applicable
If you're having problems logging in from cookies. Upload tools.php into the adminCP and fix any issues.
If you are receiving 404 errors, or phpinclude errors, check files to make sure they are all there. If you still receive php include errors. One of your files probably has a path hard coded into the configuration file
Thats all there is to it.