Suppose some curve $\vec r (t) = (x,y,z)$ is given in one coordinate system, how do I compute it in a different coordinate system?
For example, say the helix $\vec r(t) = (\cos t, \sin t, t)$ in Cartesian coordinates, how do I transform this to say spherical coordiantes ($r = (x^2 + y^2 + z^2)^{1/2}$, $\theta = \arctan (y/x) $, $\phi = \arccos (z/r)$ ), or any other coordinate system?
Well I think you mostly gave your own answer.
We already have $(x,y,z)=(\cos(t),\sin(t),t)$. Now we just use the formulas you gave: $$r=(x^2+y^2+z^2)^{1/2}=(\cos^2(t)+\sin^2(t)+t^2)^{1/2}=(1+t^2)^{1/2}$$ $$\theta=\arctan(y/x)=\arctan(\sin(t)/\cos(t))=\arctan(\tan(t))=t$$ $$\phi=\arccos(z/r)=\arccos\left(\frac{t}{(1+t^2)^{1/2}}\right)$$
As long as you have the rule for converting between coordinates, you can apply it to the parameterization. The same things works in any coordinate system. (Can you convert to cylindrical now?)