Export/Import Help Needed

I used export and selected all content. Then I imported using the “WordPress Importer” plugin. It sent me errors for all the media that import failed. So I have no images and none of my settings are imported.

Is there a better way to recreate a site on another server? Should I copy any files via FTP to get my settings right? And how can I import my media? I have several large slideshows I don’t want to rebuild.
Thank you for your help!