You can use this module with the following in your ~/.xmonad/xmonad.hs file:

 import XMonad.Actions.CycleWS

   , ((modMask x,               xK_Down),  nextWS)
   , ((modMask x,               xK_Up),    prevWS)
   , ((modMask x .|. shiftMask, xK_Down),  shiftToNext)
   , ((modMask x .|. shiftMask, xK_Up),    shiftToPrev)
   , ((modMask x,               xK_Right), nextScreen)
   , ((modMask x,               xK_Left),  prevScreen)
   , ((modMask x .|. shiftMask, xK_Right), shiftNextScreen)
   , ((modMask x .|. shiftMask, xK_Left),  shiftPrevScreen)
   , ((modMask x,               xK_t),     toggleWS)

If you want to follow the moved window, you can use both actions:

   , ((modMask x .|. shiftMask, xK_Down), shiftToNext >> nextWS)
   , ((modMask x .|. shiftMask, xK_Up),   shiftToPrev >> prevWS)

For detailed instructions on editing your key bindings, see XMonad.Doc.Extending#Editing_key_bindings.