How to completely save my wordpress data?

The export tools build in WordPress can export only content: posts, pages, comments, custom fields, terms, navigation menus and custom posts. It dosen’t export settings, preferences or users. So, in your case, as you want your new installation be exactly the same, it is better to export your entire database using a different tool, for example PHP MyAdmin. This is the way I move WordPress through differents domains with success:

  1. Make a backup of the entire database of your site and import it in the database for the new domain. This process is not done by the export/import tool in WordPress, instead you have to do it through the database manager of your server, for example I use PHP MyAdmin.
  2. Transfer your theme, wp-uploads and plugins folders to your new site.
  3. Transfer the wp-config.php file from the old to the new site. Edit this file with the access data to the new database (database name, database user and password)
  4. Finally, use the Search & Replace for WordPress database to find all references to your old domain in the database and replace them with your new domain.
  5. Check everything is ok.