If you haven't, you're going to want to work out a rough budget so you know what range of housing you can afford. Take pictures of your apartment/whatever when you move in, make sure a timestamp is visible on them. There are less than honest landlords out there who will argue that pre-existing damage was caused by you.
Pay attention to what utilities are included and which you're responsible for. You'd be amazed at how much it can vary.
If you have a lot of stuff, Uhaul is your friend.
Moving out for the first time is expensive. Check Goodwill for pots, pans, and furniture. See if there's stuff that family or friends are willing to part with. The less stuff you have to buy new the better. Then as you save money you can replace the crappier items. If you have the money, a new bed is worth it right from the start.