@roysnider,
It's better to just implement a 301 redirect, as that will not only redirect visitors but also will transfer your search engine rankings and avoid loss of search traffic. The only downside is that you won't be displaying a notice of what is happening, but it's best to keep the redirect permanently in place anyway so that shouldn't matter. Old bookmarks would just go to the new domain without the user needing to do anything.
As to how to do this it depends on what technology you are using, with an apache webserver (most commonly used on Linux servers) it's easiest as you can use mod_rewrite to redirect the whole site. Here is an example of how to do it:
1) make or edit a file called .htaccess in your old site's root folder.
2) put the following code in your htaccess file, replacing the domain with your new site's domain of course:
What this does is turn on mod_rewrite, and then capture any request on the old site and append it to the new domain with a 301 header (which means "permanently moved").