Take into account the job market and cost of living when deciding on your destination. Research the demographics and decide if you will be a good fit. Websites such as Moving.com can help you crunch the numbers and turn your dream into reality.
Visit the city where you plan to move, if possible. Cultivate any support system you have there, including any contacts through professional organizations or clubs. Spend the time there pounding the pavement and keeping your ear to the ground for job leads and housing options.
Begin tying up loose ends upon your return home. Hold a garage sale to reduce the amount of stuff you will have to move with you. Contact utility and cable service companies to arrange for cancellation.
Pack a little bit every day. Consider shipping some items in advance if you are not hiring movers.
Make arrangements in your new home state for utilities and other services. Upon arrival, visit the motor vehicles department for a new driver's license and license plates.