Backup the whole SQL Server databases in one .bak file - SQL Server 2005
There is no built-in way to backup all the databases into a single file, and even if there was, that file would probably become impractically big.

I would go with the ideas you got from your original question, and implement those in an automated script that loops through all your databases; One script to back every database up, one script to restore those backups on the new server. Here's an idea on how to build such a script:

SELECT 'BACKUP DATABASE '+QUOTENAME([name])+' TO  DISK = N''X:\yz\.....'''
FROM master.sys.databases
WHERE [name] NOT IN ('master', 'tempdb', 'model', 'msdb');