"It is a big move in my career, so it's down to me to kick on and to help Middlesbrough as much as possible. I am looking forward to it. I was at Portsmouth a long while, so it's nice to have a fresh challenge. Hopefully we can push on and finish higher than last season."
He said: "We found about it late Thursday afternoon, so we drove straight up and got up to the hotel around 3am on Friday. We came here first thing and the medical was quite a thorough one, so it took a bit of time on Friday, but we got it done in the end."
The next day Boro cruised to a 2-0 Barclays Premier League victory over Birmingham as they continued their recovery after opening the campaign with two defeats.
That helped confirm O'Neil's decision to join Southgate.
"I just felt the club was going places. When I spoke to Gareth, I liked what he had to say," he said. "We have got some good players here and we are hoping to have a good strong season and push on.
"There are some good players here, as I already knew. I just can't wait to get going now. The front two (Mido and Jeremie Aliadiere) have looked good this season, and obviously Jonathan Woodgate has been fantastic.
"If we can keep everyone fit, we should have a good season."
O'Neil had few qualms about heading north, unlike some of the men who sparked Sunderland boss Roy Keane's attack on footballers' wives and girlfriends and the influence they have over their partners.
For him, shopping never came into the equation.
He told the club's website, mfc.co.uk: "I don't know anything about the shops anywhere. I will leave that to my missus."