What always helped me to move were contacts. Anyone you might know there, even if they are an hour away from where you want to be. Someone at whose place you could crash, or who might have some temporary work for you.
Or, save up enough money for a few months of rent/living expenses and just go for it. Better have a fallback plan (parents?) if you go that route.
I managed a cross-country move a few years ago with $1900 in the bank, an uncle that let me crash for a week, and a friend that had a few weeks of temporary work I could do.
Within a month I was making decent money and had a nice little apartment. Nine months later I got a 20k raise and a place on the beach.
If you are in accounting, and close to CPA-territory, find out what you need to do to sit for the exam in CA and AZ and make it happen. That would be the more traditional path, aka finding a job in your field and relocating.
Out west is expensive, at least in SoCal. Looking at craigslist for a roommate is an idea. But also a crapshoot. If you really feel like you want to do it though, don't be too afraid to leverage everything you have to make it happen. There are few things more rewarding or exciting than taking that chance on a big move.
