Make "working" site Live

Currently I am using a sub domain to alter the look of my site. I am now at the stage where I want to make it live and just had a quick question on the best way to do this.

Is it smarter to take the database from my sub domain and upload it to my live site through mySQL?

I am using godaddy as a host. When I call their tech support they all seem pretty baffled by this question so I thought I would get a better response here.

Thank you!