Carry all valuables with you: important legal documents, family medical records, etc.. General rule of thumb: If it’s small enough for you to transport and you’d be devastated if it was lost or damaged, then move it yourself!
The first thing you need to do when preparing to move is to determine how much you want to do yourself -- everything, nothing or somewhere in between. Your budget and desire to save some money will likely impact your decision. When selecting a moving company, make sure to ask friends and family for suggestions. Whatever you do, don't simply go with the lowest bid. If the price seems too good to be true, it probably is. Always ask for (and check!) references before selecting the moving company that is going to help you move. Quick calls to your local Better Business Bureau and State Moving & Storage Association will also be well worth your while.