Here's what I've been doing with hived swarms. Please tell me if you have advice or a different method.
If I can move the hive as soon as almost all the bees are in the new hive, I move it to it's permanent location right then. If I don't have time or it's getting dark, I either wait until dusk, seal it up and move it a few miles away or move it a couple feet every day until it is where I want it to be permanently. This is how I've learned to lose the fewest bees.
That method works fine. It's just a lot of work and not always convenient.
http://www.bushfarms.com/beesmoving.htm