What would be the most efficent way to move to another state

I’m looking to move to Arizona after I graduate. What’s the best way to go about that? For those of you who have moved cross-country, how did you do it?

Speaking completely out of my ass (but it sounds like good advice), make sure you have a place (and job! unless you’re like uber-rich and don’t have to worry about it immediately) secured before moving and buy a U-Haul?

I can’t speak much about moving and culture shock and stuff, since I haven’t really moved that far (from Boston to Albany for now), but I’m also more independent, so I don’t know how much of that I would ever experience (within the States, at least).