How do I archive large numbers of rows without affecting server performance?

One of my critical applications has tables which are extremely large (millions of records per month). On a weekly basis, I have to delete unwanted records from these tables, which have referential integrity on them. All these unwanted "deleted" records have to be archived for future use. So my concern is how can I do this without affecting server performance. Your expert opinion/experiences will be appreciated. Also, if you have any efficient T-SQL script that will enable me to do this without causing any unnecessary overhead, it will be appreciated as well. Thanks in advance.