Ask HN: Finding a job across the country?

I recently read the post about moving across the country ( http://paulstamatiou.com/atlanta-to-san-francisco-moving-cross-country )and was wondering, how do you go about getting a job that far away? I've been thinking of moving lately, but it seems like a lot of companies prefer to hire locally. And why not? There must be qualified applicants in their vicinity. What are your experiences with finding a job in a completely different area than where you are now? Do you move first and look for a job once you're there?

Thanks.