I move every 2-3 years, 3 of which have been cross country moves. Ejecting all your earthly goods is definitely the cheapest, but alas, I've accumulated some things I do like keeping. Here's the system that works well for me.
1. Ruthlessly cull your possessions
2.1 Check craigslist and freecycle for moving boxes. Obtain.
2.2 If needed, buy any further boxes, packing paper, and cardboard inserts from Uhaul. They allow you to return unused boxes later.
3.1 Pack
3.2 Dishes you care about should be packed in the specially made cardboard inserts. Dishes you don't care about, just use paper
3.3 If they're small enough, and precious enough, consider having the heirlooms professionally crated. I mean, figurines you can wrap yourself, but paintings I have crated.
3.4 Furniture pads and giant rubber bands can also be purchased. Furniture you care about should prob be wrapped.
5. Obtain truck. Check all the major companies for price comparisons. Be extra sooper sure to compare apples to apples when looking at mileage, insurance, etc. You may need a spreadsheet. I've never run into a situation where they-pack companies are cheaper, but it could exist. Or a hybrid company like PODS.
4. Distribute items
4.1 Books I ship via UPS for FedEx ground. Pots and pans also usually go via ground mail. Someone upthread mentioned amtrak and greyhound. Probably good to comparison shop here, too. Shipping these separate seems to really lighten the truck, which improves gas mileage. Same logic works for full service and hybrid companies.
4.2 Furniture goes in the truck. Heirlooms go into the truck.
4.3 Clothing, vital papers, and the stuffed rabbit from childhood go into whatever vehicle I'm personally driving.
I'm sure there are lots of other systems that work, but this is the one that works for me.