If you're looking to basically back up your development site and put it up onto your server, I'd recommend using JoomlaPack to do the trick.
Best place to start would be looking at the
documentation for Joomlapack, especially Chapter 3 which will walk you through the process.
Though nicholash's suggestion will work, you can end up in trouble if you're not fluent in phpmyadmin and ftp transferring of a site. Using Joomlapack I've found the time to do the move is considerably reduced, as well as being far more consistent.
My aim is to set up a Joomlapack 'out of hte box' build that I can use to rapidly deploy a base joomla build for my clients. This lets me have all the regular components preinstalled, saving time installing them for each new site.
So you could then use a base install to have multiple sites installed on the one hosting account in different folders - basically by replicating the Joomlapack install over and over again.