First, I'd really ask yourself if you need an office.
* San Francisco Public Library has fast wifi, private meeting rooms, etc. I worked there for months after I got sick of giving Regus all my money.
* WorkShop Cafe (http://www.workshopcafe.com/) is awesome, and charges you 2 - 3 bucks an hour to work from their space.
* There are lots of free cafes, hotel lobbies, bookstores, parks with free-wifi, and other places to work.
If none of those work for you, check out WeWork, RocketSpace, NextSpace, Sandbox Suites, etc. There are so many co-working spaces available, that I'm sure you'll be able to find one. They typically have a waiting list for private offices, but there's enough turnover on the open-desk areas that you can normally squeeze in.
The more you do it, the less nervous you'll feel. I'd suggest lining up a series of low-stakes 'practice' interviews (10 or more of them). Real jobs at real companies, but the kind of jobs you don't particularly want, and the kind of companies you wouldn't normally apply to. That way you won't feel any pressure to perform well; and you'll get practice interviewing. And who knows, you might luck into the perfect position just by chance.
Thanks. I think this seems to be the general consensus. Just do more interviews. Luckily the job market allows for us to do that now. I just wonder if I can push back the other interviews for jobs I care about that I have scheduled already.
If you need time, take time; there's really nothing wrong with that. That being said, you could always line-up your next gig, and push the start-date out 2 months; just to cover your bases.
Ad-tech is such an odd-space. Every glimpse I get of it is fascinating: huge scale at minuscule latency, hard engineering problems, super-high valuations and exits: and yet, if you told me the top 10 names in ad-tech, I probably wouldn't recognize any of them. And I think most people are the same way. It's just a weird black-box sector of tech that almost nobody talks about. Not sure why though...
How about both? I worked full-time through most of my college years, as did many of my classmates. It's rough, but not impossible. Night classes, early morning classes, online classes, etc.
I did the first half of my career in the Bay Area (>10 years) and am finishing it in NYC. Been in startups in both places. Here are the biggest differences I've noticed since moving to NY:
1. Old money. In California, the VCs and Angels I met were mostly self-made; they had cashed-out of the dotcom boom, or recently been apart of an IPO. They were all 20 - 40 somethings. NY is very different. I had never been exposed to the "country club" / "summer house in Nantucket" / "trust fund" scene before. It definitely feels like a different planet sometimes. So if you're raising money, be prepared to have conversations with the type of people you might have thought didn't exist anymore.
2. No echo-chamber. For the best and brightest in NYC, tech is often NOT the obvious choice. In many circles, going to the tech scene, (let alone the startup scene), is seen as odd. ("Why didn't you go into finance?" "Why didn't you go into law?" "Why aren't you a doctor yet?"). The greatest minds of the generation are becoming MOTUs (Masters of the Universe) at hedge funds and big banks. They're making a ridiculous amount of money, and really have no interest in this little tech thing we're doing. Talking about your startup in NYC feels odd sometimes. You're not praised or catered-to like you are in SF. Nobody really cares what you're doing, and nobody takes you that seriously until your run-rate is the hundreds of millions per year. It's a nice change in context actually. The SV echo chamber is gone.
Besides that (and NYC's insane weather), things are pretty much the same. Lots of talent, but it's expensive to hire. Lots of businesses, some good, some bad. Lots of VCs and Angels. Terrible rent, good food, etc.
Is it worth the move? Yes. Simply because when you move to NYC you may be seated at a cramped restaurant shoulder-to-shoulder with your next investor; and in SF you might see @sama walking down Market street. That kind of "right place at the right time" moments are more rare outside of those cities. Which coast you choose is entirely up to you; either way you're making a good move.