I don't think you can just move them like that. You should use an app like Titanium Backup if you'd like to make a backup to your SD card and then restore it to your new phone. If you're not rooted, you'll have to download them again on the new phone.

To wipe your old phone clean (and yes, I'd do that) - go to Settings > Privacy > Factory Data Reset.

Also, if you're sending the old SD card back, go to Settings > Storage > Unmount SD Card, then click Format SD Card.

 

First, yes I would wipe my phone. Settings>Privacy>Factory Data Reset.

Second, when you sign into your new phone your apps should start to download to your new phone. You can also go to the market press the menu button then My Apps button and that will show you all of your apps. You can download any missing ones from there.

 

The above (seeing the apps download by just logging in on your phone) only works if you chose to have Google back up your data on their servers, FYI.

 

Thanks binary!
For those who don't know where this setting can be found:

menu/settings/Privacy/Backup my data and Automatic restore.