Keyboard shortcut for moving a window to another screen

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

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".