I have recently done the same thing.
- exported the db from the shared account
- ZIPped the contents of the WP installation on the shared account
- created a new db on the cP account
- import the db export file into this new db
- upload the ZIP to the root of the cP account
- extract the ZIP
- edit the wp-config.php now in the cP account to reflect the new db name and db user (password too if that was changed)
- point your domain to the cP hosting (change the nameservers at your domain registrar to the nameservers for your VPS/cP account)
- wait for them to propagate
- done :)