Moving a site

Hi,

I’m trying to move a live site to my local computer. Copied all the files and exported the database. Either I’m doing something wrong or this is entirely not enough: the widgets are empty, the menu is not up-to-date, plugins are not active, etc. Even after activating a plugin, its configuration is not in place so need to copy that manually too.
Do I need to do all of these manually? This is very lame and unscalable, so I’m hoping that there is indeed some automated way to take care of all of this.
Any help would be greatly appreciated…

Thanks!