Would You Move To Go After A Job Opportunity That Would Greatly Benefit Your Career?

I’ve just graduated from college (a few months ago) and I’m now looking at the job opportunities that will be offered at my college’s upcoming job fair.
My major is in Finance, but I lack actual experience in the field. Nonetheless, I could do quite well for myself if I am one day able to be a Financial Analyst. Few companies offer training programs, but one that does has opportunities in Irvine California (in “The OC” Orange County). I live too far to drive there … if you’re familiar with California, I live in Ventura County with my family.
In any case, it would be an awesome opportunity, but I’d have to move out on my own to do it. Should I go for it? It sounds kind of exciting actually … I could get an apartment in Newport Beach which is right next to Irvine and is supposed to be really nice.
So what say you, should I leave home and follow the job if the opportunity presents itself?