JCrand,
well, i think the information everyone's giving is probably about right...
i think if the sunny year-round warm weather and the people and the "money" are what you like, then you won't be too surprised. most people who i know that have moved to San Diego have really liked it.
i'm personally more of a northern California type myself (actually never lived in California, but visited a lot and lived in Oregon and ALMOST moved to northern California)... i like the change of seasons and winter sports, plus i'm not a fan of the beach or the SoCal attitude: driving around in a convertable and looking cool hanging out on the beach and knwoing all the right people --- i'm not knocking it, it's just not my style (ladi-back, granola, hanging out in the mountains is more my style - Northwest or Boulder). SoCal is its own world...
as to Arizona: my personal take is that Phoenix sucks b/c of the sprawl and unsustainability... Tucson is a little better, but not much... Flagstaff is really cool, but it's harder to find work... as to Nevada and Utah: i considered them both myself and i found the people to be too conservative: in general, the Rocky Mountains are beautiful, but finding work and people that are not hyper-conservative is challenging (notably exception is Boulder but it's expensive)... if you want more opinions, just send me a private message telling me what you're looking for and i'll give you all the info i have (i spent many years researching places to live and it's a favorite topic of mine)
as to work, i can't help you out much since i'm in computer software...
but having three times done the "cold move" to a new city far away where i knew almost no one and had no relatives -- to Portland Oregon, Massachusetts (for grad school not my "choice"), then Munich Germany -- you just have to ask as many people as you can and get as much information as you can and always keep in mind who's telling you what b/c everyone's different and just because someone else loves it does not mean you will... with location i find the source VERY important (where else have they lived? for comparision)
i made one 2-4 day trip each time before moving (interviewed and checked out the city at the same time) and was lucky enough all 3 times to have employment before moving - it's much easier that way, but not always possible, especially since the job market isn't as good as it was before.
but it can be really fun and i REALLY recommend trying a new place. leaving Texas and moving to Portland in '97 was the best decision of my life, and moving to Germany last year is not far behind...