Yeah you have to either be shit hot at what you do or very lucky to get sponsorship it seems. My job is actually being moved to Texas. I've been offered another job in the same office as I'm in now, but I'm thinking of trying out Dallas for a year or so. It's pretty big money to move down too, which makes it all the more appealing!
What line of work are you in yourself? Outside of IT, I wouldn't really know where to recommend you to look.