It'd be nice if question owners could flag their own closed questions for migration from the other StackOverflow sites.
It's currently possible for moderators to move questions over here from either SO or SF. Your best bet would be to flag your post and ask for it to be moved. If the moderator agrees, they will move the question for you.
I believe that there are features in the works for mass migration, but as long as you have just two or three you want moved over this solution should work.
Jeff's just posted this on the blog describing the new migration process.
I was about to ask the following question but I think it belongs here.
Why not let people with 'x' amount of rep vote to migrate from the current site (SO/SF/MS/SU) to one of the others?
This would take the manual work out of it, remove the burden from moderators, and still have a safety mechanism built in just like 'vote to close'.