I grew up in New England, which has a cost of living comparable to Seattle or San Diego; compared to what most people are used to, those areas are ridiculously expensive. Who in their right mind pays $800–900 for a two-bedroom apartment? People who don’t want to spend the $1200–2000 for a smaller apartment in the city proper!
My cross-country move (NH to Seattle) was pretty easy, and didn’t take ten years to plan. My wife and I decided to move, saved up about $3000, and moved in with a friend of ours who had been here for 15 years. No jobs lined up, no car, no furniture, pretty much the clothes on our back, a couple of carry-on bags worth of stuff, and about half a closet’s worth of stuff in my parent’s house back in NH that slowly got shipped to us over the next few months.
It was a little bit of a struggle for the first year, but we managed. We found a car, moved into a place of our own, and managed to situate ourselves fairly nicely despite our modest incomes (especially compared to the costs of living) and shaky work situations at that time, but we are pretty solidly entrenched now, and as stable as we were in NH.
Then again, my wife and I are perfectly content to rent. If you want to buy a house of your own, that is a whle different ballgame, and a much harder one. Better hope those lottery tickets pay off ;)