Best way to get a new job out of state?

I am hoping to move from my current hometown of STL to somewhere new and I want to achieve this within a couple of years as I am currently 23. What is the best way to look for work out of state? I already have one recruiting agency that is attempting to help me, but should I just send out as many resumes as possible? How do I make myself appealing as an out of state individual to a company? Or should I just move to the place I want to move to first, take the risk, and attempt to find a job after moving there? I really have no idea how to go about this...

Also I have my Associates Degree in Web Design and Multimedia and work as a Marketing Coordinator for a Civil Engineering Company... Any advice would help!

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