I would start in Cary if I were you. Cary is boring, has lots of chain restaurants and big box stores, and the road system is impossible to navigate. However, it is close to everything, the schools are good, and the crime rate is low--there's really no "bad areas" that you could end up in, so its fairly safe to rent something sight-unseen. Its also pretty affordable compared to "ITB" Raleigh.
Once you live there for a while, you can explore the area, and figure out what the nice neighborhoods are, where you can save some money, etc. I love my neighborhood in downtown Raleigh (near NC State), but its gotten really expensive and I couldn't afford to live there if I was moving there now.
I would absolutely not recommend moving straight to Durham. Durham is a really really cool city, but there are some extremely bad pockets spread throughout the city, and they're right next to really nice areas. I'd explore a bit and figure out where the good parts are AND THEN move if you like it.
As for BBQ, its been a long long time since I've been to Allen and Sons, they're pretty far from where I live. With that said, Hillsboro BBQ company in the town of Hillsboro is awesome, as is Brew and 'Que in Cary. The Pit is a bit disappointing and expensive, I don't recommend them anymore.