Rule of thumb when transitioning: use II V I chords to the new key. There are many variations/substitutions, but say you're in F, and you're going to G ... you end song 1 on F ... play Am to D7 and you're at your new home at G! Your ear wants to hear a dominant 7 chord leading to the Tonic of the new key. It's a bold sound and sets up the harmonic structure.