Just do it. If you have the money/opportunity.
I moved from the east coast of America to the west coast after 7 year of working in my industry building a reputation and portfolio.
I was eventually invited by a company to work for them. They paid to fly me out, helped secure housing, and it made the transition much easier than it would have been with less money and no guaranteed work.
I've also had friends just up and go. It depends on where you are in your life, and how much you're willing to sacrifice for change. I gave up most of my belongings, maxed out my credit cards, and moved over with essentially a small bag of clothes and a computer.
Just ask yourself: how bad do you want it? And don't forget...time keeps on ticking ticking ticking.