I'm going through this now (moving from Baltimore up to New York).
1. Do you know anyone in the area? The saying "It's not what you know, it's who you know" rings true; a friend in the area can ask around for various job openings.
2. When you set up your profile on Monster, CareerBuilder, Dice, etc., try to use a local address. Regardless of what you select as your "desired location," employers search by home address. As long as your contact information (phone number, email address) is accurate, you shouldn't have a problem.
3. You might want to look into hiring a headhunter. I haven't gone this route yet, but I've heard good things from people who have.
Good luck.