You can export/import subscriptions, block lists, user tags and something else I'm feel like I'm forgetting

To export go-to lemm.ee/settings and scroll to bottom to "Export", import is the same way on your selected new instance.

You can't export/import posts, comments or votes on Lemmy unfortunately, however, they will live on on the Lemmy-verse network. .ee comms and their content will be cached by all the other active instances and .ee user contributions to remote comms (relative to them/you) will remain

https://lemmy.zip/ is a solid choice. Similar moderation policy than lemm.ee.

Monthly reports: https://lemmy.zip/post/39959863

Lots of lemm.ee users moving there: https://lemmy.zip/post/40323214

You can use the export feature via the web, as others said. It will also carry over your saved posts and comments in addition to what the other guys said. But not your post and comment history. If you have some you'd like ti return to I'd recommend saving those and then exporting.

You can migrate subscriptions, but nothing else, afaik.