I think the one point that hasn't been said clearly here yet is that it's important to have connecting Sims in the game. For example if you have multi generations and earlier generations have died you must have the ghosts that link the various family lines or they won't be related in the new save.
I've done it both ways @igazor suggested. At first I stuck to using Porter mod. Eventually I had too many Sims I wanted to move because no matter which world I put them in they ground it to a halt quickly due to having so many sims in the world. So I started using the Traveler mod method and now I have a Big Game with numerous worlds in it and my sims preserve their relationships, and visit each other occasionally. They also get together for family weddings and other celebrations.
