tips to getting a job out of state

Hello,
I am graduating Dec 07 and want to move to San Diego. I have contacted recruiters and applied to a few jobs online already. One recruiter asked if I had plans to come and visit. I could, but is it wise to do that not knowing if I have any prospects...or is that a good way to get my foot in the door. I am trying to start early so that I can get a job where I want. Is anyone else applying out of state? Please help! Thanks.