The only way to achieve this (unless you want to write some code for it) is to
save the list  as a list template and to export the file .stp and import it to
the other site, if the site  is in the same site collection, I believe that you
should be able to see it without re-importing.

We are actually working on a utility that will allow to copy lists (and it
dependencies) from one site to an other one and from a site to a portal area.
Still in the works though.

if you have office 2003 installed in your client, then it is easy. Create the
list with the required columns.
open both the source and destination sites in your browser. Select "Edit in
datasheet" on both of them. then mark, ctrl+C, ctrl+V. you just need to create
the list  and its columns in the destination site, it is easier than writing a
tool.

This is an other good way to do it, alternatively you can do it directly from Excel by using the Publish List feature

The problem with doing it this way is that if you are using an issues
list, when you copy the list  over you loose the features of the issues
list (comments, assign to and views that are predone for you).

I like the template suggestion although I don't know if it saves the
view either.

The template preserves the views. Every way I've found, except for the
custom list  template, also looses any lookup fields.

Yeap, template will not copy the lookup.

That's why we are working on a utility that will not only copy lists but
re-create all the dependencies including lists as targets of a lookup