INSERT statement is the most obvious option.
Where are these tables? In the same schema? In the same database? In different databases? Can you easily reach it (over the network) or do you need to transfer data differently (for example, export, burn to DVD, send by mail)?
Does the second table already exist and contains some data, or is it empty? Can you afford disabling indexes (and, possibly, constraints) to make the insert faster?
Anyway: provide some more information, as the most accurate answer might depend on actual situation.
P.S. 1 million rows is not that much