You can use this module with the following in your ~/.xmonad/xmonad.hs file:

 import XMonad.Actions.CycleWS

   , ((modMask x,               xK_Right), nextWS)
   , ((modMask x,               xK_Left),  prevWS)
   , ((modMask x .|. shiftMask, xK_Right), shiftToNext)
   , ((modMask x .|. shiftMask, xK_Left),  shiftToPrev)
   , ((modMask x,               xK_t),     toggleWS)

If you want to follow the moved window, you can use both actions:

   , ((modMask x .|. shiftMask, xK_Right), shiftToNext >> nextWS)
   , ((modMask x .|. shiftMask, xK_Left),  shiftToPrev >> prevWS)

For detailed instructions on editing your key bindings, see XMonad.Doc.Extending#Editing_key_bindings.