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There's no easy way to do this.
To lose nothing, you have to edit every .lua file in your WTF folder to change the server and/or name references (including renaming the realm-specific directories).
If you use primarily ace addons that have profile support, you can just go into the game with a messed up UI, then for each addon copy the profile belonging to your old character/realm over to the current one, but this doesn't work for some addons that only store settings per-character or don't have profile support.
Sucks, but that's the state of things. The format of the data inside the LUA files is defined by each addon, so the WoW client can't migrate it - beyond the top-level structure name (i.e. Pitbull4_DB), everything is opaque to WoW proper.
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