Which came first- the job or the relocation?

I was thinking today about how often in my life I have moved for work. And it dawned me that every move that I've made post-university, save my last one, was for a job. As for my most recent move, I decided that New York was where I should be for the time being, and so I moved here, confident that I would find work. To be honest, it was one of the most unsettling decisions I've ever made, because let's face it- who does that when they're old enough to know better? I mean, it was a tremendous financial undertaking to take on good faith.

But move without a job I did. And within three weeks I managed to land my first contract. So now when my enquiries about jobs in Canada meet with the "local candidates only" response, I've got to ask myself what's the best way to proceed.

Granted, the current market is significantly more "depressed" now than it was when I made that last move of mine. I doubt that I can expect to go through all the expense and red tape of moving back to Canada and just happen upon a job. Life just isn't that simple, as anyone looking for a job nowadays can attest. Yet I can't shake the feeling that unless I move first, I won't get hired.

For the time being, since I qualify for unemployment here in New York, I may as well keep applying to jobs both in Canada and the greater New York area. But once that safety net expires, what's a girl to do? Any comments/tips would be appreciated.