Many detailed info can be found here: http://na.finalfantasyxiv.com/lodest...nsfer_service/ (mostly in Step 1)

For your question, I didn't have to take items from armoire or retainers. I only have to take off items that are currently on sale on my retainers. I also don't have to do anything special, my retainers were even on a venture when i moved.

Old AF (ilvl 55) can be bought from Calamity Salvager NPC, some seasonal items too (but not all). Just check the NPC to be sure. Normally if you can't buy them from him, you should be able to store them in armoire.

Nothing special about chocobo and your gil, mgp etc.

One trick about the 1mil gil limit is that your retainer can hold up to 100k gil too. However, the cost is apply for a bunch of characters from one world to another. So if you can make some alts in your current world, you can transfer gil to them (1mil each) and transfer all the alts together with your main one to the new world. (Of course transferring gil would be bit problematic if you don't know anyone who can help)