If you have a reseller account, you will have to use the single account transfer feature. The other option is to ask your existing host to make a backup of all the accounts so that you can download it from one location to your server, move the cpmove files under /home and use the WHM >> Backup >> "Restore a Full Backup/cpmove File" option to restore those accounts.
Once the accounts are restored on your server, the MX records will be set to the new server automatically. If you want the MX records to set elsewhere, you have to set them manually.
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I thought that might be the only option.
In regards to the MX records, they automatically change if they were the old server domain, but if they were something different they don't change (which is a good thing).
I was hoping there may be a file I can do a find and replace on for certain MX records.
I always prefer to create backups in one servers then you can scp then restore.
Suppose if you want some particular users back and then you can do following steps
1. Save the user names ina file called users
2. for i in `cat users`;do /scripts/pkgacct $i;done
3. the backups you can scp to another server
then you can use same thing but replace pkgacct with restorepkgacct or with --force as per ur wish