How should I backup my files to transfer from my old laptop to my new one?

Currently I have a Dell inspiron and tomorrow morning I am picking my new MacBook Air up at my University’s Campus Tech store. I am giving my old laptop to my sister, so I can keep some files on it. However, for my pictures and documents how should I back them up? I have a memory stick but I don’t think it has many GB’s. Should I use blank CD’s? Also, how can I save all the things on my iTunes and somehow put them on my MacBook? I have never had to transfer data to a new computer because my Dell was my first laptop.