I am moving to a new server which has MySQL 5.0.46 installed. Now, what is the best way to upgrade? I had my 4.1 dbs imported first and then my host upgraded to 5.0.x. Should I import them again now that it is 5.0.x or not?

Using MyQL's instructions [dev.mysql.com...] (I hope this link it's OK since it's a known site), I run /usr/bin/mysql_upgrade which in turn runs
mysqlcheck --check-upgrade --all-databases --auto-repair
&
mysql_fix_privilege_tables

do I need to do anything else as far as the two versions are concerned?

thanks,