Personally, what I would do:

From Pool to Curse: There are some new classes available in Curse, and the only realistic way to use them is to create new characters. Dual classing early in the game is not advised, due to the fact that the game takes away your ability to train for a bit right at the start, and XP in excess of what would let you gain more than one level is lost when you do train (the combination of this I actually consider to be a design flaw). Also, note that transferred characters, particularly fighter-types, will be rather close to the level cap, and new characters won't take long to catch up due to the fact that you're still in the level range where XP requirements scale exponentially. Also, I believe you don't keep your equipment. Also, note that non-human clerics are no longer viable in Curse, so you might want to replace them.

From Curse to Secret: Here I would consider replacing any non-humans with humans, as the global level cap is high enough for racial level caps to be an issue. New characters won't catch up as easily as old characters, as XP requirements stop increasing after a while. On the other hand, old characters will, again, be rather close to the level cap, giving them not much room for growth. From what I hear, the later part of this game is a good place to gain XP in order to start the next game at this game's level cap. Also, you don't keep your equipment (and there's also a plot explanation for this). I recommend dual-classing in this game (or late in Curse) if you're going to do so. Also, from what I hear, Rangers are really good in the later part of this game.

From Secret to Pools: The level cap is essentially removed here (well, increased to 40, but by that point level ups don't do much anymore), but racial level limits still remain. Unlike the other game transitions, you *do* get to keep your equipment (though there may be some places in Pools you can't take many items with you without losing them), and from what I hear, Secret actually gives you stronger magic items than Pools does. Transferring characters gives you a nice head start on levels, especially since you do not start close to the new level cap even with transferred characters. Like in Curse, you lose access to training for a while right after the start; one thing you could do is reach level 15 in Secret, dual class, get enough experience to reach level 16 (and level to level 15), then transfer to Pools and gain that 16th level there; this gives you your first class's abilities back right at the start of Pools (though you won't have them for Secret's endgame).