The moving part is a no-brainer, in my opinion. New York and you seem to fit perfectly, so you need to be there (since you've already considered moving SOMEWHERE).

However, the planner in me says to secure the job first, then move. Since you're so close, it shouldn't be overly difficult for you to go up for interviews? That way, with the job in-hand, you know that NY is the place to be.

But I would think you might have to resign yourself to roommates if NY is the plan. It seems to be exceedingly expensive, but I don't have personal experience in that area.