Lots of people decide to just pick up and move to NY, but I myself wanted to have a job in hand first. Maybe it isn't true in tech, but I know lots of folks who "just moved to NY," worked at a restaurant for a couple of years, and ended up moving back home. All depends on your risk tolerance and confidence in being able to find gainful employment!
I was so eager to leave my previous gig that I stayed at a youth hostel for the first two weeks while working and finding an apartment.
It was hard, but not completely unmanageable. The biggest blocker for me were price expectations; I had a 600 ft^2 1br for $650/month in NC, whereas I'm paying $850/month for a 4br share in Harlem. If you decide to live in Williamsburg (or a 'nice' part of Brooklyn) then you'll pay a lot more; $1500-$2000 per month in rent is fairly common for a newly-minted young professional who's decided that they want to live in a shoebox in midtown.