For permanent and simple redirection, use the HTTPD configuration file:
it's much more efficient than doing it yourself.   Some servers enable
you to do this using a file in your own directory (eg Apache) whereas
others use a single configuration file (eg CERN).

For more complicated cases (eg process form inputs and conditionally
redirect the user), use the "Location:" response header.
If the redirection is itself a CGI script,  it is easy to URLencode
parameters to it in a GET request, but don't forget to escape the URL!