-Have plenty of money saved, money solves everything. It costs a shitload to put a deposit down on a place, and all the legal red tape like DMV bullshit etc.
-Have an idea of what your work plan is, living situation as well. Call ahead to like restaurants or resorts and ask for an interview next week, they don't need to know you are out of state just show up if you have plenty of interviews lined up at your destination.
-Don't forget about the boring stuff, forward your mail, change your DL and car registration over, update bills/creditors. Its no fun to go to collections over missing mail or getting your car impounded for expired tags etc (both of which happened to me cause I am an idiot). Some places you can't work with an out-of-state DL. Don't forget your SS card and birth certificate either.
-Go with the flow! I met one of my best friends and future roommate through the grapevine after we just up and moved to Bend, OR. He was sleeping in the back of his van, and I was couch surfing. Obviously, be careful and cautious, but I never would have made that friend without just going with the flow.
-When driving, have a mini car survival kit, as there may be no cell service. Battery jumper, a few tools, a busted pair of jeans to work in underneath your car, a industrial strength car jack and JACK STANDS (almost killed myself, being an idiot again), a BIG tire iron for rusted bolts, flashlight or headlamp even better.