Moving website from Godaddy to Bluehost

I already switched my domain registrar, but now I need to move my actual site...but I am having some issues. I think that the issue is that I am not copying all of the files from the phpmyadmin of my current webhost. I spoke with a tech support agent from Bluehost, and he said that this shouldn't be too difficult.

Just to clarify the background a bit more: The domain is already transfered, so the site is not active (http://musclemodelblog.com/). Like I stated in the first paragraph, I tried downloading the files from the phpmyadmin of my current host in an sql format, but none of the files copied. I tried using an FTP client to upload the wp-content files...but the folder was empty. I also tried uploaded an sql backup file that I had downloaded earlier yesterday, but that did not work. I hope that helps to clarify my situation a bit more...