I haven't done it yet, but I can tell you my plan.
I'm moving to Cincinnati from California. I have family in Cleveland, so in July my folks and I are going to visit them and take a couple-day trip down to Cincy to find me a place to live. The advice I got said to start looking 4-6 weeks before you want to move in. For me it will be JUST 4, maybe less, but any major city should have vacancies year round. I imagine taking a couple days and looking at places all day should give ample opportunity to find a place.
Also, I submitted a form to school saying I'd be interested in having a roommate, so maybe I'll get lucky and hook up with someone who already has a place lined up.
Personally, I'm more worried about actually moving all my stuff and my car (major $$$$).