I won't claim it is fun to move, but it hasn't been that big of a deal ever since the US highway system was built a century ago. I've done this a few times, as did my parents and siblings.

The advantage is that I have never had to suffer from expensive housing or a long commute. My worst commute was 20 minutes by car, and my current one is 3 minutes unless I walk. For people making this choice, housing is cheaper by a factor of 5 to 10, not even counting the extra land we get.

Even if I insisted on staying in one area though, I really don't need the density of jobs found in a megacity. If you fit the local industry well, there are usually several employers doing roughly the same thing.