At work, i have a rather nice 24" Samsung display as my main viewer, to the left of which stands my laptop. Since i do some full screen remote desktop work from time to time, i decided that maybe it's better to have the task bar on the laptop screen even if it's father from my focus and my pointer (see Fitt's law).
There are three ways you could move the task bar to the Other display.
The way that does not work - Right click the task bar and choose Properties. Click and ogle foolishly. While you can choose where on the display the Task bar will reside, there is no way to instruct Windows on which display to put it.
The cumbersome way - The really nonintuitive way would be to right-click the desktop, choose Screen Resolution (no, not Personalize, though you can get to the Screen Resolution display by clicking the Display link on the Personalization page :). Then click the relevant display and tick Make this my main display. Click OK.
The direct interaction way - Right-click your task bar and uncheck Lock the taskbar (it probably is, and should be checked). Drag it to the other display. Right-click it again and Lock the task bar. Nifty, though as a side effect, this will make your display with the task bar your main display. Not that i know what that means, but that's how the cards roll.