Accepted a job in one city, now have interview in another - I might have screwed myself over

I got a part-time job in the closest city because it roughly matched my interests and because I desperately need the money. I start this upcoming Monday.

However, tomorrow I also have an interview for a full-time position in another city. If I receive it, it would be better in every way - lower cost of living, an accepting community, etc. However, I'd have to move and drop the position I already accepted.

I know it's bad form to leave a job like that, but I am realizing I have other, better options and shouldn't be so desperate.

What would you do in a situation like this?

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