Can I transfer funds from one bank to another using a bank draft?

I just opened a new bank account at another bank, and I want to transfer a huge portion of my funds from my old bank to my new bank account. Since it's a huge sum, I don't want to withdraw it in cash and re-deposit it into my new account. I don't want to wire transfer it either, because it's expensive. So my other choice is using a bank draft. Can I use a bank draft to move funds from one bank to another? Is it like a certified cheque?