as was mentioned before, where you live/reside is completely relevant.
for instance, some insurance companies only operate in certain states. i.e., if you go out of state, you're not covered. also, depending on the car insurance coveratge you have, you may or may not be covered going out of stae. the op did not give us details on what state he/she's from, and what state he/she's going to.
some health insurances only cover you in state, and you're s.o.l. otherwise.
as mentioned earlier, different states have different tax rates for visiting professionals than they do for residing professionals. also, you may only qualify for certain "loopholes" if you are a resident.
for example, in order to claim moving expenses on your tax forms, you'd have to move over a certain distance (>500 miles from what i remember). but, part of moving requires becoming a resident of a new area (unless of course you're in the same state, which would likely only happen in california or texas).
also, at least during your intern year, you only work for 5 months... but the money you earn is for the entire 12 months. in some states, the amount you make for the 5 months may be below a certain minimum, thus entitling you to a refund. in other states, this amount may not be at that minimum.