Can widgets with settings be moved from one launcher to another? I want to switch from ADW.Launcher to GO Launcher Ex but want to maintain my desktop layouts and widgets. Is there any way to move or copy widgets from one launcher to the other so that they have the same configuration?

I've found that my Circle Launcher widgets could be copied easily as they have their own configuration backup and restore mechanism, so I could back a widget's config up in ADW.Launcher then simply add a new widget in GO Launcher Ex and restore the configuration and the widget was just as it was in the other launcher. Unfortunately other widgets don't provide a nice mechanism like this.
As you mention GO Launcher EX as your target launcher, you are lucky: There's a complete description on how to migrate your screens, which you can find at AddictiveTips.

Basically, this involves an app called Desk Migrate, which claims to copy home screens from one launcher to another launcher. According to the linked article, it seems do do a nice job. Just one thing to keep in mind:


  Desk Migrate has been developed to work only with GO Launcher EX and supports copying from only a handful of launchers.


OK, another lucky point for you: Looks like ADW.Launcher was one of the 7 launchers the addictives successfully tested to migrate from -- lucky you!