You can move entire data folders or individual data files using cut/paste. If you want to move programs, you need to delete and reinstall them. Most will allow you to change the target installation drive. This will not prevent some of the files from being installed in Windows folders. There will be some downsides to configuring your PC this way.
My C Drive is too full and I need to move things to the D drive. How do I do it?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic