I stayed with friends in Princeton for the first week (~1.5 hour commute into the city), and hired a broker to find me a place. Stack Exchange has a nice relocation package that made this quite affordable.

Also, I only took clothes, a computer, and my desk chair with me. I was able to fit all of my stuff into my car and just go. Now that car is parked at my friend's place, and I'm considering selling it.