Changing consoles is always a pain, but Sony is looking to make the process a bit easier with the release of the upcoming PS4 Pro.
The new process is easy. Simply plug in and power up both systems, and connect them using an Ethernet cable. You can then transfer your games, saved data, captured videos, screenshots, system settings and "other content".
Everything you need
In other words it sounds like the new process will transfer more or less everything you need to get started with your new console.
Previous transfer processes had relied upon the use of external hard drives, which added another step to the process, and rely upon a piece of hardware that many people don't own.
The new process will work between any model of PS4 (including the recently announced PS4 Slim) so long as they are both running firmware version 4.0 or above.
Source US PlayStation Blog