We're just finishing a PCS (permanent change of station) move, and boy is it tough on the wallet. We do receive a significant dislocation allowance, but there are so many expenses that are not covered that it's a big drain on your savings.
When you're due to move it's a great idea to set up a separate savings to help defray these expenses. A good figure is one-month's pay. Earmark this money for your move and you'll be ready on moving day.