Have money saved up for a deposit. If you're looking for anything more than a few-questions-asked, dirt cheap place on craigslist, a lot of renters will expect a credit history and ~2 months rent worth for a security deposit. Be prepared with references from previous renters or employers. I'll reinforce the talking to neighbors. Depending on the city and neighborhood, people generally like being of help and also like to do their part in supporting their neighborhood. I talked to a neighbor before moving into my place a year ago, and he was incredibly helpful. Best of luck, don't be discouraged by a long search because some things are worth the look.
Thanks for the well-wishes, I think I may need it! I am saving up not only for first, last and security, but hopefully for at least two months worth of rent plus utilities. I'm still trying to find a steady gig in Boston before I make the move, but it's not going so great . . .