The following is scraped together from a blog I used to write with Evan Bartlett, called Scoutsider. Right now we don't have a copy of the original, but we're looking. In the meantime, enjoy what we salvaged, write your own tips in the comments, and when we find the rest of the article, we'll post it:
A work in progress
Sublet first - One word, Craigslist . Finding a sublet is much easier and much cheaper than renting your own apartment. Once you find out what part of town you want to live in, then you can look for more serious...