Load and save Labels?

Is there an easy way to copy all labels from a project to another one?

Yes, you can just drag and drop the labels from one project to the other. To do so, open the Project/Meta-Data Settings... panel on each project and click the Labels tab. In the source project, select all of the labels (Cmd-A works here), and then drag them to the other sheet. If there are any duplicate labels you will be asked which set of colours you wish to use.

This works for all meta-data, including Keywords (using the project keywords windows).

Great, thanks!