I am interested in transferring Bitcoins between several different wallets: my Mt.Gox account, my Bitcoin client wallet, and my Blockchain wallet. I am aware of two primary ways to transfer funds between any two of these:
Perform a transaction from one address linked to one wallet to an address associated with the other wallet service, or
Export private keys from one wallet and import them on the wallet I wish to effectively transfer to.
I was wondering what pros and cons there are to these two different methods and if there is an obvious "right way" to do it? Any other methods, ideas or advice relating to transferring Bitcoins between these wallet services would also be appreciated. My primary concern is maintaining security, however ease of use would I think obviously be a nice benefit.