Let me say this: if you have any desire to be a writer-director and you don't live in Los Angeles, you're stupid.
The only reason I can get away with it is that I'm properly represented in Los Angeles and travel there accordingly. My business address and office line are both Los Angeles-based, though.
If you have someone there pitching your stuff, which is unlikely since you want to be a director, I could understand that. Otherwise, haul ass to Los Angeles and live the good life.