Keyboard shortcut for moving a window to another screen

What version of Windows are you using? Windows 7 comes with native support for exactly this.

Win+Shift+left: Move focussed window one monitor to the left

Win+Shift+right: Move focussed window one monitor to the right

EDIT: For XP you could try out UltraMon. Amongst other things it will allow you to define hotkeys for "Move window to next monitor" and "Move window to previous Monitor".

Autohotkey! This'll move between the monitors (two 1680x1050 monitors, set the value after Loop, to be each monitor's screen resolution/10 if you're different) on winkey (#) and q. Control is ^, alt is !, shift is +, and letters are letters. You can use combinations of the modifiers, too.

#z:: ;Move the active window to the other monitor.
WinGetPos, winx, winy,,, A
WinGet, oldWin,ID,A
WinActivate, A
WinGet, mm, MinMax, A
WinRestore, A
If winx+5 >= 0 then
    mult=1
else
    mult=-1
WinMove,A,, winx-(1680*mult), winy
if mm=1
    WinMaximize, A
Return

in other versions of windows, you can right click on the taskbar, select "move" and then use the arrow keys to move the window across to the correct window... I only mention this because every now and then, I accidentally leave a window on the wrong monitor and then when I use my laptop at home, I can't see the window because it's off monitor. Took me a while to figure this out!

If you don't have Windows 7, you may want to try DisplayFusion. The free version allows you to configure hotkeys to move windows to the next monitor, and several other goodies.