How to migrate from SQL Server 2005 to SQL Server 2012

I have this scenario:

Old Server -> SQL Server 2005 with the current Database

New Server -> SQL Server 2012 no database created.

I want to migrate the old database to the new one.

I've tried to create a backup from the Management Studio 2005 and restore in the 2012. Failed.

I've connected from the 2012 server using Management Studio 2012 to the old server and create the backup. Then restored in the new one. Failed.

Then, I tried to use the Copy database Wizard. But a error message shows up: The destination server can not be an instance of SQL Server 2005 Express or higher .

So, how it is supposed to do the backup?

I'm getting the scripts in sql files as last resort...

PS: I've check this thread, I need to migrate to 2008 and then 2012? How to migrate a database from SQL Server 2005 to 2008 as is?