I decided to go ahead, and did the installation as follows:
1. Stop all services on old BES
2. Backup BESMgmt database on old BES
3. Install 4.1.0 on new BES
4. Install 4.1.4 (SP4) and SP4/MR4 on new BES
5. Stop BES and MSDE on new BES
6. Restore BESMgmt database on new BES
7. Reboot
Pretty much up and running on new server now, with the exception of MDS Connection Services, but I'll post another question on that one...
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