It's good to shake things up and head for more opportunity, but it's also important to value the time you put in growing your community. After almost eleven years in NY I am reluctant to go somewhere else long term. Sure, a few months at a time but there's no way to speed up the process of making another decade's worth of friends. It's also important not to stop making friends, some of my closest are those I've made in the last five years.
Speaking of five years, I kinda like making broad plans about my life in five year chunks. I taught myself how to write software in Seattle. Started a company in Sydney about five years after that. And five years back I decided I wanted to learn how to write so I pulled back to doing freelance and focused on fiction. Now I'm pretty decent! I'm also back into the startup game, but I picked up a new super power which is pretty sweet. I dunno, if you regret not doing something, do what you can to try it out—you only get one life. There are tradeoffs but I'm happiest not living with regret about what-ifs.