I moved to AZ by myself, no gf, no nothing.
It was easy as can be, except for moving into my apt. which sucked cause I had no help!
I made things very easy on myself tho. I sold my car before I moved. I got my new firm to pay for the moving van (agreed during job negotiation) and drove that out here. I brought no furniture with me so I was able to move everything pretty easily.
When I got here, I bought a car and furniture the very first week. I drove the moving van to car dealerships. LOL I bought furniture and had it delivered so I didn't have to lug a couch up steps by myself.
Where there's a will, there's a way, basically. I always had a dream to live in AZ where I can play year-round golf and I'm a hop, skip and jump from Vegas without being TOO close.
I have been here three years now, quickly made new friends and life is great! I know I'm a more adventurous person than most, but I think the key is just being 110% committed in your mind to making this move. Good luck!