Take a closer look at to what it would really 'cost' you first. You can find COL for areas by putting in your from and to locations at:
http://www.bankrate.com/calculators/savings/moving-cost-of-living-calculator.aspxIt may be that the better paying job in CA isn't equivalent to NY due to higher COL in CA.
Relocating is a big thing, especially all the way across country, do you have family or friends in CA? If not, that could be a big deal in your quality of life out there.
On the plus side (for most parts of CA), the weather may be a lot better than NY (I'm from upstate NY originally so I know how harsh the winters are in all except Long Island) but CA has smog.
Lastly, if you have a longer term career plan, which company looks more promising say 5 years out (anything longer may be unrealistic)?
I've relocated twice myself (first from NH to NY, second from NY to midwest) but in both cases the employer offered assistance -- if you're really mobile (Apt only, single) it may be easier but its still a hassle -- if you do decide on CA you may be able to deduct moving costs.
Lastly, on the negative side -- moving to CA, you may loose your 'local' support base of family and friends in NY and if you loose your job out there you may be inclined to move back, not to put a damper on it but these are all things I considered (had family in NY when moving from NH and a strong company that I had been with a number of years before relocating to midwest).