Transferring files/apps/users from my MBA to my new MBP was so painful that I thought I could share my tips with others.

So here is a list of things I did that made it work using a Thunderbolt cable, I am not sure they are all needed:

1. Upgrade both laptops to the latest OS.
2. Plug the Thunderbolt cable to both machines (I bought mine at the Apple store: $35 for a 50cm cable!! But you can return it after you used it :)).
3. Turn WI-FI off on both Macs.
4. Go to Network on both Macs and make sure they both have the Thunderbolt Bridge connection working and assigned an IP address with the same subnet mask 255.255.x.x.
5. Turn FileVault off on the source Mac (it will take 20/30 mins).
6. Share the entire Macintosh HD drive on the source laptop, readable and writable by everyone.
7. Create the very same user on target than on source (don’t think this is needed).
8. Add your apple ID for the user on the target laptop.
9. Turn Migration assistant on on the source Mac, and follow the wizard until you specify that you want to transfer file *to* another Mac
10. Then launch the Migration Assistant on the target Mac and follow the *normal* procedure

Note: Ignore all blog posts that tell you to start the source Mac on Target Disk Mode, this is only for pre Lion and I think will not work with the Migration Assistant anyway.