Rock Band 1's is easy. Just insert the game, allow it to update, and look for the option to export your tracks. There will be a $5 charge, and there are a handful of tracks that won't export (Enter Sandman, Paranoid, and Run to the Hills in the all versions, and several more in the European version).
Here the others, to give you a quick scoop.
Rock Band 2's export requires a $10 and an export code, but the only way to get working export codes now is to go to EA Support. You might have to try a few times. You would also need to redeem the code from within Rock Band 3.
Lego Rock Band and Green Day's respective exports are no longer available. However, all of the Green Day songs have been made available as DLC.