Many people have been using CFEclipse for several years now and are now migrating to ColdFusion Builder. Since both are Eclipse based products this is pretty simple, but there are a few things that will not migrate without manual intervention.
First start with installing ColdFusion Builder. (See this.)
Next lets import your CFEclipse Projects. You can do this and it is easy since it is really an Eclipse feature not specific to any add-ons. Right click in the Navigator view and choose "Import". The windows that opens give you many options for what to import. You are going to click and expand the "General" folder and then choose "Existing Projects into a Workspace" and click the Next Button.
If you are using an SVN and you plan to use an Eclipse SVN plug-in in ColdFusion Builder install that plug in before importing your projects, the import process will automatically reconnect the imported projects to your SVN(s). You will also want to configure the SVN plug-in to access all repositories before you run the imports.