I want to move my main panel from one room to another, but how do you splice the main cable coming from the meter to my new panel location?

Are you planning on moving the meter as well? If not, you can pipe to the new location and make the connection in the meter panel, using the lugs.

If it is being moved farther then you cannot simply do this. There are strict rules as to how far into the house the panel can go before needing an outside disconnect.

You are not planning on doing this yourself, are you? Your electrician will know exactly what to do and what the codes are.