Advice on direct entry MSN programs?

Hey guys, 

I'm new to this forum, and im looking for information regarding the path to becoming a Psych nurse (PMHNP) for my situation. I currently only have my associates degree in mental health and human services (basically my schools equivalent of an associates in psychology) and im 25. I had to take some time off since graduating, due to personal issues in my family and life. My questions are as follows:

1. Based on time/cost effectiveness, id like to get my bachelor's degree in psychology while taking the pre requisites necessary for a direct-entry MSN program. Based on this, where can I learn more about the specific types of direct entry programs? Do they differ at all in terms of clinical placements, requirements, etc? Basically the differences between them

2. I currently reside in NYC, but would like to move to a new state to get certified and licensed in that state. My question is, can I complete my bachelor's and the pre requisites in NYC, and then go into a direct entry MSN program in the state I plan to move to? Will the academics transfer over? Or would I have to get my bachelor's and pre requisites done in that same state I move to? 

3. Any other general advice/knowledge on the topic, including best and worst areas to work, preceptors, etc. I'm looking for a place that would provide access to clinical sites....

Thanks in advance!