Keysha,
I have been in this position before so I know exactly what you mean. Honestly, I think it will depend on whether or not you have any connections. Chuck is correct, many people do worry that if the job does not work out, then they may be contributing to making you miserable in a city you don't know and have no support system. However, I can tell you, you can survive a "bad decision" and if you want to move, MOVE. Start networking and getting some connections in the industry. I, for one, feel people will hire based on your fantastic attitude and train for skills later!