Ali
What is large set of data means?
You can have a job which does an INSERT statement  every day ( that's
probably  is not too large set fo data)  or

INSERT INTO......dbname.dbo.tabl and having properly created indexes on the
source tables

do you want to COPY or MOVE the data?

if it's a copy you can use the synchronization feature of SQL Server. this
process take a copy  of the source database at a regular basis (up to a
realtime synchonization)

if you want to control everything (like which rows you want to copy by
applying filters)  and/or want to delete the source data (so moving the
data):
you can do it by running SQL scripts or using SSIS
so you have to write the SQL statements required to copy the expected rows
and delete them in the source if you want to remove them.

Why are you archiving data?  If the purpose is manageability, you might
consider partitioning instead of moving data to another database (assuming
SQL 2005 Enterprise Edition).  You can also use a partition switch to
efficiently delete or insert mass amounts of data by partition as part of
your move process.

You'll need to use queries to extract and delete data if partitioning is not
an option.  Bulk insert (especially minimally logged) is faster than INSERT
when large amounts of data are involved.  A common technique to load large
amounts of data is to remove indexes on the destination table, perform a
minimally logged bulk insert (perhaps in a SSIS package) and then recreate
indexes and constraints.