If you've already been offered a job that requires a move out-of-state, then no further planning is necessary to secure employment. Otherwise, vigorously search online and print resources, like newspaper classified ads and job boards. If you have yet to secure employment, it's wise to consider whether your intended state of residence--more specifically, the region of the state you intend to move to--can provide the type of employment suitable to your skill-set. If not, it might be difficult to survive, physically, mentally and emotionally.
Settle any outstanding utility balances for your current home, and make sure to close existing accounts in your home state and to research banks and branches in your new area. If you will be using a different branch of your current bank, getting your new account set up may be as simple as updating your information online. Be prepared for expenditures on fuel, storage and moving costs and other transit expenses. Research the cost of living in your new state, especially on necessities like food and utilities.
Be sure to plan for the logistics of physically transporting the items you will be relocating. Research multiple rates of moving companies and or personal moving vans. If you plan to drive, is your vehicle large enough to avoid renting a truckor van? Are you flying, riding the train or hopping a bus? How much "stuff" do you really need to get started in your new state?
If your move requires that you leave behind numerous items, research a few local storage-unit companies and find rates for monthly/yearly rentals. Otherwise, it might be a good idea to get rid of unnecessary material goods by selling them online or at a garage sale or flea market, or simply to give away or donate items to friends, family or others in need.
Be sure to notify the postal service of your change of address, stop all mail deliveries and provide a forwarding address. Also, if taking a personal vehicle, be prepared to obtain a new valid driving license and vehicle registration sticker and plates in your new state of residence.
Hopefully, you've already considered that shelter is a vital piece of your move out-of-state. Visit online property sites, or check the classified ads in your soon-to-be local/regional paper. If possible, consult friends or family familiar with the region, or, if you have secured employment, contact your new HR department. Keep in mind that if you're renting an apartment or house, costs will normally include at least first and last month rent and a security deposit. Similarly, you will need to budget for utilities and other amenities.
It makes sense--you wouldn't buy a $1000 suit without trying it on. The same goes for your new state. It's advisable to "try it on for size" before moving. Visit first to see if it suits your needs and offers what you want.