If you want to move everything on one layer to another layer, you could use the QSELECT command. Among other things, this will select all objects on a layer you specify.
If you just want to move some objects from one layer to another, you could use the Express Tools LAYISO command to isolate the one layer so that you can easily pick the objects you want to move. After you move them, use the LAYUNISO command to bring all layers back.
My personal opinion on layers is that you should keep everything ByLayer. Object properties should be determined by which layer they are on, not by overriding their individual properties. If I'm drawing walls with the color set to yellow and the linetype continuous, I will switch to a different layer in order to draw a hidden line with the color grey and linetype dashed. Creating drawings in this manner, makes your drawings very easy to manage. You can freeze and thaw, change colors and linetypes at will, without having to go through and pick each entity one at a time.