10 visits to New York City, 10 times I have researched moving there. Strangely the answers have not changed; it takes money and visa sponsorship. I have neither.
In truth, if I was ever going to do it, it should have been in my 20s when I would have been ok with living in a shoebox and working in a bar, while studying whatever in order to get a student visa. To live in New York City as a 40 year old, you need money and an undeniable value to some business that will sponsor you. I still have neither.