Want to get hit in paintball? Don't move.
What to get busier in the music business? Also don't move.
OK, first move to where you want to be in the biz.
Love Steve Gadd. Don't mind the cold. Have lot's of savings. Happy to use studio amps and sometime studio guitars. Maybe New York is for you.
Love Jeff Porcaro. Don't want to worry about a heat bill. Have some savings. Prefer to use your own gear. Maybe LA is for you.
Love Floyd Cramer. Don't mind developing a southern accent. Have a savings account. Have country chops. Maybe Nashville is for you.
Other towns that tend attract the best and brightest musicians, artists, writers and producers...
Atlanta - Big urban scene.
Miami - Big Latim Music scene.
Austin - Alt. Country and blues.
Chicago - Blues, rock and urban.
Seattle - Rock and arty.
Detroit - Motown.
Boston - Jazz and rock.
These are all generalities. I only really know anything about the LA scene. Do your own research. Having family and/or connections in your final destination doesn't hurt.
Check out the city or cities. Drive/fly there. You're more likely to make the move if you commit to a visit. Once I turned 21 I flew from Indianapolis to LA and stayed with friends of friends in Riverside. Not very close to LA. The reason I waited until I was 21 was so I could go to all the clubs, like the Baked Potato, and see/meet some amazing musicians. Spent an hour talking to Russell Ferrante, met and took a lesson with Carl Verheyen, saw Abraham Laborial, Richard Elliot, among others.
Find an area that you could live in long term. Visualize maybe marriage and kids. Still want to live there? You can always move, it's not a hard and fast rule, but every time you do it tends to cost you money and connections. Also when you stay put you tend to learn your way around. The shortcuts. The good deals. The best eateries.
Now that you've chosen your new home. Get a number. I originally had a 213 number when I moved to LA. Then it became 818. Then 626. Once cell phones came about I stuck with 626. It's Pasadena, where I am, and many points East. However, if I wanted to get producers, etc to think I was in the Record Capital of the World I could've gone with 213. 818 or 323. That's LA (Hollywood), the Valley and the Westside respectively. So chose your prefix carefully if you chose to change your number at all and then stick with it.
Also pick up a map of your chosen city and put it on your wall. Learn it. I did this before moving. Cities I'd never been to, Burbank, Pasadena, Malibu, Santa Monica, sounded familiar and I knew where they were.
We've been in the same place for 25(!) years and we love the area. Our kids were raised here. It's felt like home for a long time.